+25.1%
XYZ vs TSLQ
-29.0%
+54.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -4.5% |
| 7D | -2.1% | -26.6% | +24.4% | -5.9% |
| 30D | +7.0% | -17.5% | +24.5% | +4.9% |
| 3M | +5.1% | -41.7% | +46.8% | -1.3% |
| 6M | +14.1% | -16.9% | +31.0% | +16.4% |
| YTD | +26.4% | -21.9% | +48.3% | +29.7% |
| 1Y | +25.1% | -32.5% | +57.6% | +24.8% |
| All | +25.1% | -29.0% | +54.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling