+324.3%
URI vs TSLQ
-97.3%
+421.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | -0.4% |
| 7D | +2.5% | -8.6% | +11.1% | +1.7% |
| 30D | -12.5% | -24.9% | +12.3% | -14.9% |
| 3M | -6.2% | -1.5% | -4.7% | -4.7% |
| 6M | +25.9% | -18.1% | +43.9% | +26.4% |
| YTD | +26.2% | -0.1% | +26.3% | +30.9% |
| 1Y | +5.5% | -51.4% | +56.9% | +1.3% |
| 3Y | +125.0% | -95.9% | +220.9% | +84.8% |
| All | +324.3% | -97.3% | +421.6% | +267.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling