+52.0%
V vs TSLQ
-95.6%
+147.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.9% | -8.0% | +5.1% | -3.2% |
| 30D | +1.9% | -23.8% | +25.7% | +0.8% |
| 3M | +13.2% | -7.0% | +20.2% | +13.6% |
| 6M | +16.7% | -17.1% | +33.8% | +16.9% |
| YTD | +5.4% | +0.1% | +5.3% | +6.9% |
| 1Y | +7.7% | -51.2% | +58.8% | +5.5% |
| All | +52.0% | -95.6% | +147.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling