+67.2%
USB vs TSLQ
-97.6%
+164.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -11.1% | +13.6% | +1.5% |
| 7D | +0.8% | +8.5% | -7.7% | +1.8% |
| 30D | +6.8% | -4.8% | +11.6% | +6.8% |
| 3M | -3.8% | -34.9% | +31.1% | -6.7% |
| 6M | +11.7% | -10.6% | +22.4% | +13.4% |
| YTD | +17.5% | -13.4% | +30.9% | +20.1% |
| 1Y | +33.8% | -25.9% | +59.7% | +35.3% |
| 3Y | +104.2% | -96.9% | +201.1% | +70.4% |
| All | +67.2% | -97.6% | +164.8% | +45.6% |
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