+251.4%
UBER vs TSLQ
-97.2%
+348.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.3% |
| 7D | -4.5% | +5.7% | -10.2% | -3.9% |
| 30D | -7.6% | -21.1% | +13.5% | -9.3% |
| 3M | +5.8% | -11.5% | +17.3% | +5.9% |
| 6M | +0.3% | -14.9% | +15.2% | +1.0% |
| YTD | -11.2% | +2.4% | -13.6% | -8.7% |
| 1Y | -23.0% | -49.8% | +26.8% | -24.9% |
| 3Y | +53.6% | -95.8% | +149.4% | +32.7% |
| All | +251.4% | -97.2% | +348.6% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling