+10.8%
TYL vs TSLQ
-97.0%
+107.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.0% | -16.0% | -3.3% |
| 7D | -3.7% | -5.8% | +2.1% | -3.9% |
| 30D | +18.7% | -22.1% | +40.8% | +17.4% |
| 3M | +18.1% | +10.1% | +8.1% | +19.9% |
| 6M | -1.1% | -6.8% | +5.6% | -0.5% |
| YTD | -19.8% | +8.5% | -28.3% | -17.9% |
| 1Y | -34.3% | -49.7% | +15.4% | -36.3% |
| 3Y | -8.2% | -95.6% | +87.4% | -21.1% |
| All | +10.8% | -97.0% | +107.9% | -2.4% |
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