+238.2%
SLV vs TSLQ
-97.2%
+335.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.2% |
| 7D | -5.0% | +5.7% | -10.7% | -4.7% |
| 30D | -1.8% | -21.1% | +19.3% | -2.8% |
| 3M | -0.3% | -11.5% | +11.2% | +0.1% |
| 6M | -28.2% | -14.9% | -13.3% | -27.5% |
| YTD | -10.7% | +2.4% | -13.2% | -9.3% |
| 1Y | +53.7% | -49.8% | +103.5% | +53.4% |
| 3Y | +173.7% | -95.8% | +269.5% | +161.6% |
| All | +238.2% | -97.2% | +335.4% | +235.1% |
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