+114.0%
V vs TSLQ
-97.8%
+211.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.5% |
| 7D | +0.9% | -16.8% | +17.8% | 0.0% |
| 30D | +9.0% | -18.0% | +26.9% | +8.2% |
| 3M | +16.7% | -34.5% | +51.2% | +14.8% |
| 6M | +33.4% | -8.9% | +42.3% | +34.7% |
| YTD | +22.4% | -19.0% | +41.4% | +23.5% |
| 1Y | +27.7% | -38.2% | +65.9% | +26.9% |
| 3Y | +78.0% | -96.9% | +174.9% | +59.0% |
| All | +114.0% | -97.8% | +211.8% | +94.9% |
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