+87.5%
U vs TSLQ
-97.0%
+184.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +5.9% |
| 7D | +2.6% | -16.8% | +19.4% | -0.6% |
| 30D | +27.6% | -18.0% | +45.5% | +23.4% |
| 3M | +15.3% | -34.5% | +49.8% | +8.4% |
| 6M | +96.4% | -8.9% | +105.3% | +102.7% |
| YTD | +19.6% | -19.0% | +38.6% | +23.5% |
| 1Y | +42.1% | -38.2% | +80.3% | +39.8% |
| 3Y | +87.5% | -96.9% | +184.5% | +63.5% |
| All | +87.5% | -97.0% | +184.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling