+361.8%
URI vs TSLQ
-97.6%
+459.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.2% |
| 7D | -6.0% | +4.7% | -10.7% | -4.9% |
| 30D | +4.6% | -5.6% | +10.2% | +4.9% |
| 3M | -2.7% | -34.6% | +31.9% | -5.7% |
| 6M | +18.4% | -11.4% | +29.7% | +20.7% |
| YTD | +37.4% | -14.1% | +51.5% | +41.7% |
| 1Y | +30.4% | -20.7% | +51.1% | +34.0% |
| 3Y | +147.9% | -96.9% | +244.8% | +95.4% |
| All | +361.8% | -97.6% | +459.5% | +297.9% |
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