+14.1%
XYZ vs TSLQ
-14.0%
+28.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -4.3% |
| 7D | -2.1% | -26.6% | +24.4% | -4.6% |
| 30D | +7.0% | -17.5% | +24.5% | +5.5% |
| 3M | +5.1% | -41.7% | +46.8% | +0.8% |
| 6M | +14.1% | -16.9% | +31.0% | +15.4% |
| All | +14.1% | -14.0% | +28.0% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling