+5.9%
TYL vs TSLQ
-97.3%
+103.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.0% | +3.5% | -4.9% |
| 7D | -7.6% | -8.6% | +1.0% | -8.0% |
| 30D | +11.3% | -24.9% | +36.2% | +9.8% |
| 3M | +14.5% | -1.5% | +16.0% | +15.4% |
| 6M | -7.1% | -18.1% | +10.9% | -7.3% |
| YTD | -23.4% | -0.1% | -23.3% | -22.0% |
| 1Y | -38.6% | -51.4% | +12.8% | -40.4% |
| 3Y | -11.3% | -95.9% | +84.6% | -23.9% |
| All | +5.9% | -97.3% | +103.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling