+165.4%
SLV vs TSLQ
-97.9%
+263.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.3% | -3.5% |
| 7D | -3.9% | -26.6% | +22.7% | -5.5% |
| 30D | -15.6% | -17.5% | +1.9% | -16.3% |
| 3M | -23.6% | -41.7% | +18.1% | -25.3% |
| 6M | -42.6% | -16.9% | -25.6% | -42.2% |
| YTD | -30.0% | -21.9% | -8.0% | -29.6% |
| 1Y | -6.6% | -32.5% | +25.9% | -6.5% |
| 3Y | +121.8% | -97.2% | +219.0% | +108.6% |
| All | +165.4% | -97.9% | +263.3% | +160.0% |
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