+127.8%
W vs TSLQ
-97.8%
+225.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +1.4% |
| 7D | +0.2% | -16.8% | +17.0% | -4.3% |
| 30D | +6.8% | -18.0% | +24.8% | +3.0% |
| 3M | +10.7% | -34.5% | +45.1% | +1.6% |
| 6M | +86.3% | -8.9% | +95.3% | +96.2% |
| YTD | +11.5% | -19.0% | +30.5% | +17.9% |
| 1Y | +5.1% | -38.2% | +43.3% | +3.4% |
| 3Y | +171.0% | -96.9% | +267.9% | +57.4% |
| All | +127.8% | -97.8% | +225.6% | +55.3% |
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