+37.1%
XYZ vs TSLQ
-97.6%
+134.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.5% |
| 7D | +12.6% | +4.7% | +7.9% | +14.4% |
| 30D | +10.8% | -5.6% | +16.4% | +10.5% |
| 3M | +8.4% | -34.6% | +42.9% | +1.4% |
| 6M | +14.3% | -11.4% | +25.7% | +17.8% |
| YTD | +31.5% | -14.1% | +45.6% | +38.5% |
| 1Y | +28.1% | -20.7% | +48.9% | +34.1% |
| 3Y | +66.2% | -96.9% | +163.0% | +15.7% |
| All | +37.1% | -97.6% | +134.7% | +10.0% |
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 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