+31.1%
USB vs TSLQ
-29.0%
+60.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -0.5% |
| 7D | +1.2% | -26.6% | +27.8% | 0.0% |
| 30D | +6.3% | -17.5% | +23.8% | +5.8% |
| 3M | -6.1% | -41.7% | +35.6% | -7.8% |
| 6M | +13.0% | -16.9% | +29.9% | +13.8% |
| YTD | +16.6% | -21.9% | +38.5% | +17.2% |
| 1Y | +31.1% | -32.5% | +63.6% | +31.0% |
| All | +31.1% | -29.0% | +60.1% | +31.0% |
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 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