+67.3%
USB vs TSLQ
-97.8%
+165.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +1.2% |
| 7D | +2.6% | -16.8% | +19.4% | +1.0% |
| 30D | +8.4% | -18.0% | +26.4% | +7.0% |
| 3M | -5.5% | -34.5% | +28.9% | -8.3% |
| 6M | +17.7% | -8.9% | +26.6% | +19.7% |
| YTD | +17.6% | -19.0% | +36.6% | +19.5% |
| 1Y | +33.9% | -38.2% | +72.1% | +32.8% |
| 3Y | +103.8% | -96.9% | +200.7% | +71.1% |
| All | +67.3% | -97.8% | +165.1% | +44.8% |
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