+190.6%
SAP vs TSLQ
-97.8%
+288.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.6% |
| 7D | +0.6% | -16.8% | +17.5% | -0.6% |
| 30D | +6.5% | -18.0% | +24.5% | +5.4% |
| 3M | +12.2% | -34.5% | +46.7% | +9.7% |
| 6M | +46.1% | -8.9% | +55.0% | +47.8% |
| YTD | -1.6% | -19.0% | +17.4% | -0.4% |
| 1Y | -5.1% | -38.2% | +33.1% | -5.7% |
| 3Y | +68.4% | -96.9% | +165.3% | +46.8% |
| All | +190.6% | -97.8% | +288.4% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling