+72.2%
USB vs TSLQ
-97.0%
+169.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.2% | +0.9% |
| 7D | +1.4% | -5.8% | +7.2% | +1.1% |
| 30D | -1.3% | -22.1% | +20.8% | -3.3% |
| 3M | +15.2% | +10.1% | +5.2% | +18.2% |
| 6M | +18.8% | -6.8% | +25.6% | +20.8% |
| YTD | +21.0% | +8.5% | +12.5% | +25.6% |
| 1Y | +34.0% | -49.7% | +83.7% | +29.8% |
| 3Y | +95.3% | -95.6% | +191.0% | +69.9% |
| All | +72.2% | -97.0% | +169.2% | +52.1% |
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