+244.2%
UBER vs TSLQ
-97.3%
+341.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -7.0% | -8.0% | +1.0% | -7.6% |
| 30D | -8.9% | -23.8% | +14.9% | -10.8% |
| 3M | +1.0% | -7.0% | +8.0% | +1.7% |
| 6M | -3.7% | -17.1% | +13.4% | -3.3% |
| YTD | -13.0% | +0.1% | -13.1% | -10.7% |
| 1Y | -25.5% | -51.2% | +25.7% | -27.6% |
| 3Y | +50.5% | -95.9% | +146.4% | +29.7% |
| All | +244.2% | -97.3% | +341.5% | +237.0% |
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