+91.5%
USB vs TSLQ
-96.3%
+187.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -1.2% |
| 7D | 0.0% | +19.7% | -19.7% | +1.7% |
| 30D | +5.8% | +4.1% | +1.7% | +6.6% |
| 3M | -6.0% | -30.9% | +24.9% | -8.1% |
| 6M | +7.8% | -13.6% | +21.4% | +8.7% |
| YTD | +14.6% | -2.6% | +17.2% | +17.9% |
| 1Y | +31.8% | -10.4% | +42.2% | +35.2% |
| 3Y | +91.5% | -96.4% | +187.9% | +78.4% |
| All | +91.5% | -96.3% | +187.8% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling