+161.6%
SAP vs TSLQ
-97.3%
+258.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -2.3% |
| 7D | -0.3% | -8.6% | +8.3% | -0.8% |
| 30D | +2.6% | -24.9% | +27.5% | +0.8% |
| 3M | +16.3% | -1.5% | +17.8% | +17.6% |
| 6M | +6.4% | -18.1% | +24.5% | +6.6% |
| YTD | -11.4% | -0.1% | -11.3% | -9.3% |
| 1Y | -20.4% | -51.4% | +31.0% | -22.1% |
| 3Y | +56.5% | -95.9% | +152.4% | +39.8% |
| All | +161.6% | -97.3% | +258.9% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling