+43.7%
UL vs TSLQ
-97.0%
+140.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | 0.0% |
| 7D | -1.3% | -5.8% | +4.4% | -1.3% |
| 30D | +0.5% | -22.1% | +22.6% | +0.4% |
| 3M | +17.6% | +10.1% | +7.6% | +17.6% |
| 6M | -5.4% | -6.8% | +1.4% | -5.4% |
| YTD | +0.7% | +8.5% | -7.8% | +0.8% |
| 1Y | -9.3% | -49.7% | +40.5% | -9.6% |
| 3Y | +24.5% | -95.6% | +120.2% | +20.7% |
| All | +43.7% | -97.0% | +140.7% | +44.4% |
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