-30.1%
UPS vs TSLQ
-97.3%
+67.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.2% | -2.3% |
| 7D | -2.1% | -8.6% | +6.4% | -2.6% |
| 30D | -2.3% | -24.9% | +22.6% | -3.9% |
| 3M | -5.2% | -1.5% | -3.7% | -4.3% |
| 6M | +1.4% | -18.1% | +19.5% | +1.8% |
| YTD | +6.1% | -0.1% | +6.2% | +8.3% |
| 1Y | +27.0% | -51.4% | +78.4% | +24.2% |
| 3Y | -25.9% | -95.9% | +70.0% | -33.7% |
| All | -30.1% | -97.3% | +67.2% | -35.3% |
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