+42.2%
UL vs TSLQ
-97.3%
+139.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -1.0% |
| 7D | -1.3% | -8.6% | +7.3% | -1.3% |
| 30D | +0.9% | -24.9% | +25.8% | +0.9% |
| 3M | +14.2% | -1.5% | +15.8% | +14.2% |
| 6M | -3.2% | -18.1% | +14.9% | -3.2% |
| YTD | -0.3% | -0.1% | -0.2% | -0.2% |
| 1Y | -8.8% | -51.4% | +42.6% | -9.1% |
| 3Y | +23.9% | -95.9% | +119.8% | +20.1% |
| All | +42.2% | -97.3% | +139.5% | +42.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling