+88.2%
V vs TSLQ
-97.0%
+185.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -0.3% |
| 7D | -1.7% | -5.8% | +4.1% | -1.9% |
| 30D | +2.0% | -22.1% | +24.1% | +0.8% |
| 3M | +17.4% | +10.1% | +7.3% | +19.0% |
| 6M | +17.5% | -6.8% | +24.3% | +18.5% |
| YTD | +7.6% | +8.5% | -0.9% | +9.8% |
| 1Y | +7.7% | -49.7% | +57.4% | +5.4% |
| 3Y | +54.7% | -95.6% | +150.3% | +41.0% |
| All | +88.2% | -97.0% | +185.2% | +73.3% |
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