-18.9%
SGI vs TSLQ
-50.5%
+31.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +1.4% |
| 7D | +8.5% | -5.8% | +14.3% | +8.2% |
| 30D | +0.7% | -22.1% | +22.8% | -0.7% |
| 3M | +0.6% | +10.1% | -9.4% | +2.2% |
| 6M | -17.9% | -6.8% | -11.2% | -17.5% |
| YTD | -21.2% | +8.5% | -29.7% | -20.9% |
| 1Y | -18.9% | -49.7% | +30.9% | -16.3% |
| All | -18.9% | -50.5% | +31.6% | -16.3% |
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