+9.5%
V vs TSLQ
-49.1%
+58.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -3.0% | +5.7% | -8.7% | -3.1% |
| 30D | +1.2% | -21.1% | +22.3% | +1.3% |
| 3M | +13.9% | -11.5% | +25.4% | +13.8% |
| 6M | +17.2% | -14.9% | +32.2% | +16.9% |
| YTD | +5.3% | +2.4% | +2.9% | +5.4% |
| 1Y | +9.5% | -49.8% | +59.2% | +6.8% |
| All | +9.5% | -49.1% | +58.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling