+63.9%
USB vs TSLQ
-97.1%
+161.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +21.8% | -23.9% | -0.1% |
| 7D | -1.5% | +32.9% | -34.4% | +1.4% |
| 30D | +4.3% | +15.4% | -11.1% | +6.1% |
| 3M | -6.1% | -23.7% | +17.6% | -7.7% |
| 6M | +9.4% | -10.1% | +19.5% | +10.7% |
| YTD | +15.2% | +6.3% | +8.8% | +19.9% |
| 1Y | +32.8% | +4.6% | +28.2% | +38.7% |
| 3Y | +91.3% | -96.0% | +187.3% | +63.9% |
| All | +63.9% | -97.1% | +161.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling