+27.3%
TYL vs TSLQ
-97.6%
+124.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -1.1% |
| 7D | +3.5% | +8.5% | -5.0% | +4.1% |
| 30D | +26.9% | -4.8% | +31.7% | +26.8% |
| 3M | +33.8% | -34.9% | +68.7% | +31.3% |
| 6M | +28.8% | -10.6% | +39.5% | +29.6% |
| YTD | -7.9% | -13.4% | +5.5% | -6.7% |
| 1Y | -9.8% | -25.9% | +16.1% | -9.4% |
| 3Y | +1.2% | -96.9% | +98.1% | -16.7% |
| All | +27.3% | -97.6% | +124.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling