-20.4%
Z vs TSLQ
-96.3%
+75.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.4% | +5.9% | -3.4% |
| 7D | -4.6% | +19.7% | -24.2% | -2.1% |
| 30D | +8.3% | +4.1% | +4.2% | +9.5% |
| 3M | -11.6% | -30.9% | +19.3% | -14.1% |
| 6M | -33.6% | -13.6% | -20.0% | -32.8% |
| YTD | -56.7% | -2.6% | -54.1% | -54.9% |
| 1Y | -59.1% | -10.4% | -48.7% | -57.6% |
| 3Y | -20.4% | -96.4% | +76.0% | -27.1% |
| All | -20.4% | -96.3% | +75.9% | -27.1% |
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