-1.1%
TYL vs TSLQ
-10.8%
+9.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.0% | -16.0% | -4.9% |
| 7D | -3.7% | -5.8% | +2.1% | -3.2% |
| 30D | +18.7% | -22.1% | +40.8% | +21.2% |
| 3M | +18.1% | +10.1% | +8.1% | +14.0% |
| 6M | -1.1% | -6.8% | +5.6% | -8.2% |
| All | -1.1% | -10.8% | +9.7% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling