+187.0%
SLV vs TSLQ
-95.6%
+282.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.8% | -8.0% | +10.8% | +2.4% |
| 30D | +2.2% | -23.8% | +26.0% | +1.0% |
| 3M | +2.9% | -7.0% | +9.9% | +3.6% |
| 6M | -22.4% | -17.1% | -5.3% | -21.8% |
| YTD | -5.7% | +0.1% | -5.8% | -4.4% |
| 1Y | +63.3% | -51.2% | +114.5% | +62.9% |
| All | +187.0% | -95.6% | +282.6% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling