+330.0%
URI vs TSLQ
-97.3%
+427.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.4% |
| 7D | +5.0% | -8.0% | +13.0% | +4.2% |
| 30D | -9.4% | -23.8% | +14.4% | -11.7% |
| 3M | -5.8% | -7.0% | +1.2% | -5.0% |
| 6M | +25.8% | -17.1% | +42.9% | +26.5% |
| YTD | +27.9% | +0.1% | +27.8% | +32.7% |
| 1Y | +9.7% | -51.2% | +60.9% | +5.4% |
| 3Y | +128.0% | -95.9% | +223.9% | +87.3% |
| All | +330.0% | -97.3% | +427.2% | +272.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling