+322.1%
URI vs TSLQ
-97.0%
+419.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.0% | -10.4% | +2.9% |
| 7D | -2.0% | -5.8% | +3.8% | -2.4% |
| 30D | -12.9% | -22.1% | +9.1% | -14.9% |
| 3M | -6.7% | +10.1% | -16.8% | -3.9% |
| 6M | +19.0% | -6.8% | +25.8% | +21.3% |
| YTD | +25.5% | +8.5% | +17.0% | +31.4% |
| 1Y | +5.5% | -49.7% | +55.3% | +1.6% |
| 3Y | +111.3% | -95.6% | +206.9% | +74.4% |
| All | +322.1% | -97.0% | +419.1% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling