+28.0%
TYL vs TSLQ
-97.3%
+125.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -2.7% |
| 7D | +6.7% | +19.7% | -13.0% | +7.8% |
| 30D | +26.5% | +4.1% | +22.4% | +27.0% |
| 3M | +37.3% | -30.9% | +68.2% | +35.0% |
| 6M | +31.2% | -13.6% | +44.8% | +31.2% |
| YTD | -7.4% | -2.6% | -4.8% | -5.6% |
| 1Y | -9.6% | -10.4% | +0.9% | -8.1% |
| 3Y | +1.9% | -96.4% | +98.3% | -14.8% |
| All | +28.0% | -97.3% | +125.4% | +12.3% |
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