+247.1%
UBER vs TSLQ
-97.2%
+344.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.3% |
| 7D | -5.4% | -6.6% | +1.2% | -6.0% |
| 30D | -4.9% | -24.3% | +19.4% | -7.0% |
| 3M | +3.0% | -3.6% | +6.7% | +4.0% |
| 6M | -4.4% | -12.0% | +7.6% | -3.4% |
| YTD | -12.3% | +1.4% | -13.7% | -9.9% |
| 1Y | -24.3% | -43.6% | +19.3% | -25.4% |
| 3Y | +46.4% | -95.4% | +141.8% | +30.1% |
| All | +247.1% | -97.2% | +344.3% | +240.2% |
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