+98.4%
W vs TSLQ
-97.2%
+195.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.0% | -2.0% |
| 7D | +0.5% | +5.7% | -5.2% | +2.1% |
| 30D | -5.6% | -21.1% | +15.5% | -10.6% |
| 3M | +41.9% | -11.5% | +53.4% | +43.1% |
| 6M | +30.2% | -14.9% | +45.1% | +34.5% |
| YTD | -2.9% | +2.4% | -5.4% | +7.2% |
| 1Y | +11.6% | -49.8% | +61.4% | +3.4% |
| 3Y | +37.0% | -95.8% | +132.8% | -9.4% |
| All | +98.4% | -97.2% | +195.5% | +41.2% |
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