+35.1%
W vs TSLQ
-95.6%
+130.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | -1.1% |
| 7D | +6.5% | -8.6% | +15.1% | +4.8% |
| 30D | -6.2% | -24.9% | +18.7% | -11.0% |
| 3M | +48.9% | -1.5% | +50.4% | +53.7% |
| 6M | +31.2% | -18.1% | +49.3% | +33.8% |
| YTD | -0.4% | -0.1% | -0.3% | +7.1% |
| 1Y | +14.8% | -51.4% | +66.2% | +8.4% |
| All | +35.1% | -95.6% | +130.7% | +40.0% |
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