+44.4%
SITM vs TSLQ
-17.8%
+62.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.4% | -15.8% | -7.2% |
| 7D | -19.5% | +9.8% | -29.4% | -16.8% |
| 30D | -43.2% | -6.0% | -37.2% | -43.5% |
| 3M | -30.8% | -35.0% | +4.2% | -38.0% |
| 6M | -28.6% | -24.9% | -3.6% | -25.0% |
| YTD | +14.2% | -12.7% | +26.8% | +20.7% |
| 1Y | +44.4% | -21.0% | +65.4% | +52.3% |
| All | +44.4% | -17.8% | +62.2% | +52.3% |
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