+56.5%
SAP vs TSLQ
-95.9%
+152.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -2.2% |
| 7D | -0.3% | -8.6% | +8.3% | -0.7% |
| 30D | +2.6% | -24.9% | +27.5% | +1.0% |
| 3M | +16.3% | -1.5% | +17.8% | +17.4% |
| 6M | +6.4% | -18.1% | +24.5% | +6.5% |
| YTD | -11.4% | -0.1% | -11.3% | -9.6% |
| 1Y | -20.4% | -51.4% | +31.0% | -21.8% |
| 3Y | +56.5% | -95.9% | +152.4% | +41.8% |
| All | +56.5% | -95.9% | +152.4% | +41.8% |
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