+28.3%
XYZ vs TSLQ
-97.3%
+125.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.0% | +4.8% | -4.9% |
| 7D | +2.9% | -8.6% | +11.4% | +1.2% |
| 30D | +1.4% | -24.9% | +26.3% | -3.7% |
| 3M | +14.6% | -1.5% | +16.1% | +18.1% |
| 6M | +20.8% | -18.1% | +38.8% | +22.4% |
| YTD | +23.1% | -0.1% | +23.2% | +32.1% |
| 1Y | +5.6% | -51.4% | +57.0% | -0.3% |
| 3Y | +50.9% | -95.9% | +146.8% | +14.7% |
| All | +28.3% | -97.3% | +125.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling