+73.5%
XYZ vs TSLQ
-96.8%
+170.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.1% | +14.7% | +1.7% |
| 7D | +14.9% | +8.5% | +6.4% | +17.2% |
| 30D | +14.7% | -4.8% | +19.4% | +14.6% |
| 3M | +12.1% | -34.9% | +47.0% | +6.0% |
| 6M | +18.3% | -10.6% | +28.9% | +21.7% |
| YTD | +36.1% | -13.4% | +49.4% | +42.5% |
| 1Y | +35.3% | -25.9% | +61.2% | +39.2% |
| 3Y | +73.5% | -96.9% | +170.4% | +49.3% |
| All | +73.5% | -96.8% | +170.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling