+2.7%
Z vs TSLQ
-97.0%
+99.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.0% | -14.1% | -0.4% |
| 7D | -3.0% | -5.8% | +2.8% | -3.5% |
| 30D | -4.2% | -22.1% | +17.9% | -6.8% |
| 3M | -3.7% | +10.1% | -13.8% | +0.1% |
| 6M | -24.5% | -6.8% | -17.7% | -22.4% |
| YTD | -49.3% | +8.5% | -57.8% | -46.4% |
| 1Y | -58.7% | -49.7% | -9.0% | -60.3% |
| 3Y | -34.1% | -95.6% | +61.5% | -46.4% |
| All | +2.7% | -97.0% | +99.8% | -12.9% |
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 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