+310.1%
UMC vs TSLQ
-97.2%
+407.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.2% |
| 7D | +11.4% | +5.7% | +5.7% | +12.2% |
| 30D | +16.8% | -21.1% | +37.9% | +13.9% |
| 3M | +19.1% | -11.5% | +30.6% | +20.3% |
| 6M | +137.4% | -14.9% | +152.4% | +142.1% |
| YTD | +186.4% | +2.4% | +184.0% | +198.3% |
| 1Y | +229.1% | -49.8% | +278.9% | +223.7% |
| 3Y | +257.9% | -95.8% | +353.7% | +206.4% |
| All | +310.1% | -97.2% | +407.3% | +251.5% |
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