+209.9%
SGI vs TSLQ
-97.2%
+307.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -4.5% | -6.6% | +2.1% | -5.1% |
| 30D | +4.2% | -24.3% | +28.5% | +1.8% |
| 3M | -7.4% | -3.6% | -3.8% | -6.3% |
| 6M | -15.1% | -12.0% | -3.1% | -13.8% |
| YTD | -24.7% | +1.4% | -26.1% | -22.1% |
| 1Y | -21.8% | -43.6% | +21.8% | -23.0% |
| 3Y | +50.0% | -95.4% | +145.4% | +31.7% |
| All | +209.9% | -97.2% | +307.1% | +182.4% |
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 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