+314.4%
SITM vs TSLQ
-97.2%
+411.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.2% |
| 7D | +3.9% | -6.6% | +10.4% | +1.8% |
| 30D | -6.6% | -24.3% | +17.7% | -13.3% |
| 3M | -11.9% | -3.6% | -8.3% | -7.5% |
| 6M | +81.1% | -12.0% | +93.1% | +95.5% |
| YTD | +80.0% | +1.4% | +78.6% | +103.6% |
| 1Y | +145.8% | -43.6% | +189.4% | +144.2% |
| 3Y | +475.9% | -95.4% | +571.3% | +352.4% |
| All | +314.4% | -97.2% | +411.6% | +211.9% |
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