+31.2%
TYL vs TSLQ
-19.1%
+50.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -1.4% |
| 7D | +6.7% | +19.7% | -13.0% | +4.4% |
| 30D | +26.5% | +4.1% | +22.4% | +25.4% |
| 3M | +37.3% | -30.9% | +68.2% | +41.9% |
| 6M | +31.2% | -13.6% | +44.8% | +28.8% |
| All | +31.2% | -19.1% | +50.3% | +28.8% |
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