+284.5%
SITM vs TSLQ
-97.3%
+381.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.7% | -8.0% | +11.7% | +1.3% |
| 30D | -14.5% | -23.8% | +9.3% | -20.5% |
| 3M | -10.6% | -7.0% | -3.5% | -6.8% |
| 6M | +65.5% | -17.1% | +82.6% | +75.7% |
| YTD | +67.0% | +0.1% | +67.0% | +88.2% |
| 1Y | +138.6% | -51.2% | +189.8% | +127.8% |
| 3Y | +421.8% | -95.9% | +517.7% | +290.7% |
| All | +284.5% | -97.3% | +381.8% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling