+37.3%
XYZ vs TSLQ
-97.8%
+135.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +5.9% | -1.0% |
| 7D | -2.2% | -7.3% | +5.1% | -2.9% |
| 30D | +11.6% | -13.2% | +24.8% | +9.4% |
| 3M | +8.4% | -37.6% | +46.0% | +0.4% |
| 6M | +17.2% | -9.3% | +26.5% | +21.5% |
| YTD | +31.7% | -19.1% | +50.7% | +37.1% |
| 1Y | +30.1% | -27.2% | +57.3% | +33.7% |
| 3Y | +66.4% | -97.1% | +163.5% | +14.5% |
| All | +37.3% | -97.8% | +135.1% | +8.9% |
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 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