+28.1%
U vs TSLQ
-97.0%
+125.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | +2.0% |
| 7D | -3.8% | -5.8% | +2.0% | -4.8% |
| 30D | +17.5% | -22.1% | +39.5% | +11.4% |
| 3M | +38.7% | +10.1% | +28.7% | +48.6% |
| 6M | +104.4% | -6.8% | +111.2% | +114.3% |
| YTD | -5.7% | +8.5% | -14.2% | +4.1% |
| 1Y | +3.7% | -49.7% | +53.4% | -2.1% |
| 3Y | +12.3% | -95.6% | +108.0% | -24.6% |
| All | +28.1% | -97.0% | +125.2% | -8.4% |
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