+36.1%
URI vs TSLQ
-34.8%
+71.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -1.3% |
| 7D | +9.3% | -26.6% | +35.9% | +6.9% |
| 30D | +7.6% | -17.5% | +25.1% | +6.7% |
| 3M | +1.0% | -41.7% | +42.7% | -0.8% |
| 6M | +19.8% | -16.9% | +36.8% | +20.9% |
| YTD | +41.9% | -21.9% | +63.8% | +46.9% |
| All | +36.1% | -34.8% | +71.0% | +38.5% |
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