+32.6%
XYZ vs TSLQ
-97.0%
+129.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | +1.8% |
| 7D | -1.0% | -5.8% | +4.8% | -1.8% |
| 30D | -1.7% | -22.1% | +20.4% | -5.8% |
| 3M | +16.7% | +10.1% | +6.7% | +23.8% |
| 6M | +26.9% | -6.8% | +33.6% | +32.3% |
| YTD | +27.1% | +8.5% | +18.6% | +38.9% |
| 1Y | +9.3% | -49.7% | +59.0% | +3.8% |
| 3Y | +42.3% | -95.6% | +137.9% | +9.4% |
| All | +32.6% | -97.0% | +129.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling