-5.9%
SAP vs TSLQ
-17.8%
+11.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.2% | +4.4% |
| 7D | +1.3% | +9.8% | -8.5% | +1.6% |
| 30D | +15.5% | -6.0% | +21.6% | +15.3% |
| 3M | +22.8% | -35.0% | +57.8% | +21.1% |
| 6M | +42.5% | -24.9% | +67.4% | +39.7% |
| YTD | +0.5% | -12.7% | +13.2% | +1.5% |
| 1Y | -5.9% | -21.0% | +15.1% | -5.4% |
| All | -5.9% | -17.8% | +11.8% | -5.4% |
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 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