+159.6%
SLV vs TSLQ
-97.8%
+257.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.0% |
| 7D | -5.8% | -16.8% | +11.0% | -6.8% |
| 30D | -12.1% | -18.0% | +5.8% | -12.9% |
| 3M | -24.1% | -34.5% | +10.4% | -25.4% |
| 6M | -44.4% | -8.9% | -35.5% | -43.8% |
| YTD | -31.5% | -19.0% | -12.5% | -31.0% |
| 1Y | -6.9% | -38.2% | +31.3% | -7.0% |
| 3Y | +116.0% | -96.9% | +212.9% | +103.9% |
| All | +159.6% | -97.8% | +257.4% | +154.9% |
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 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