+35.2%
U vs TSLQ
-97.2%
+132.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.2% |
| 7D | +5.5% | -6.6% | +12.1% | +3.9% |
| 30D | -1.3% | -24.3% | +23.0% | -7.0% |
| 3M | +64.6% | -3.6% | +68.2% | +69.5% |
| 6M | +119.4% | -12.0% | +131.3% | +126.9% |
| YTD | -0.5% | +1.4% | -1.9% | +8.2% |
| 1Y | +1.3% | -43.6% | +44.8% | -1.4% |
| 3Y | +15.6% | -95.4% | +111.0% | -16.7% |
| All | +35.2% | -97.2% | +132.4% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling