+32.9%
URI vs TSLQ
-17.8%
+50.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -4.0% |
| 7D | -4.3% | +9.8% | -14.2% | -3.8% |
| 30D | +4.6% | -6.0% | +10.7% | +4.5% |
| 3M | -2.1% | -35.0% | +32.9% | -3.3% |
| 6M | +21.9% | -24.9% | +46.9% | +21.7% |
| YTD | +39.7% | -12.7% | +52.4% | +44.4% |
| 1Y | +32.9% | -21.0% | +53.9% | +37.5% |
| All | +32.9% | -17.8% | +50.6% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling