+27.2%
XYZ vs TSLQ
-97.3%
+124.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.8% |
| 7D | -3.7% | -8.0% | +4.3% | -5.2% |
| 30D | +0.5% | -23.8% | +24.3% | -4.2% |
| 3M | +16.3% | -7.0% | +23.3% | +18.3% |
| 6M | +21.1% | -17.1% | +38.3% | +23.1% |
| YTD | +22.0% | +0.1% | +21.9% | +31.0% |
| 1Y | +5.2% | -51.2% | +56.3% | -0.7% |
| 3Y | +49.6% | -95.9% | +145.5% | +13.7% |
| All | +27.2% | -97.3% | +124.5% | +4.0% |
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