+37.7%
USHY vs TSLQ
-97.2%
+134.9%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.4% |
| 7D | -0.7% | +5.7% | -6.4% | -0.6% |
| 30D | -0.5% | -21.1% | +20.5% | -1.1% |
| 3M | +0.5% | -11.5% | +12.0% | +0.6% |
| 6M | +1.5% | -14.9% | +16.4% | +1.8% |
| YTD | +1.7% | +2.4% | -0.7% | +2.6% |
| 1Y | +3.5% | -49.8% | +53.3% | +2.8% |
| 3Y | +27.2% | -95.8% | +123.0% | +22.1% |
| All | +37.7% | -97.2% | +134.9% | +33.5% |
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