-57.7%
Z vs TSLQ
-32.4%
-25.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.3% | +3.9% |
| 7D | +0.8% | -16.8% | +17.7% | -1.0% |
| 30D | +5.2% | -18.0% | +23.1% | +3.7% |
| 3M | -17.0% | -34.5% | +17.4% | -19.7% |
| 6M | -22.7% | -8.9% | -13.7% | -20.9% |
| YTD | -56.3% | -19.0% | -37.3% | -56.3% |
| 1Y | -57.7% | -38.2% | -19.4% | -59.5% |
| All | -57.7% | -32.4% | -25.2% | -59.5% |
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