+84.2%
V vs TSLQ
-97.2%
+181.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | -3.0% | +5.7% | -8.7% | -2.7% |
| 30D | +1.2% | -21.1% | +22.3% | +0.2% |
| 3M | +13.9% | -11.5% | +25.4% | +14.0% |
| 6M | +17.2% | -14.9% | +32.2% | +17.7% |
| YTD | +5.3% | +2.4% | +2.9% | +7.2% |
| 1Y | +9.5% | -49.8% | +59.2% | +7.2% |
| 3Y | +51.9% | -95.8% | +147.7% | +38.4% |
| All | +84.2% | -97.2% | +181.4% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling