-26.2%
UBER vs TSLQ
-17.8%
-8.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.4% | -1.5% | +5.1% |
| 7D | +7.0% | +9.8% | -2.8% | +7.3% |
| 30D | +0.6% | -6.0% | +6.6% | +0.4% |
| 3M | -2.9% | -35.0% | +32.1% | -4.4% |
| 6M | -5.5% | -24.9% | +19.4% | -6.8% |
| YTD | -14.5% | -12.7% | -1.8% | -16.5% |
| 1Y | -26.2% | -21.0% | -5.2% | -28.3% |
| All | -26.2% | -17.8% | -8.4% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling