+251.9%
SLV vs TSLQ
-97.0%
+348.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.0% | -13.2% | -0.5% |
| 7D | -0.3% | -5.8% | +5.5% | -0.5% |
| 30D | +6.7% | -22.1% | +28.8% | +5.5% |
| 3M | -10.7% | +10.1% | -20.7% | -9.2% |
| 6M | -20.6% | -6.8% | -13.8% | -19.5% |
| YTD | -7.1% | +8.5% | -15.7% | -5.3% |
| 1Y | +62.0% | -49.7% | +111.7% | +61.9% |
| 3Y | +169.8% | -95.6% | +265.5% | +158.5% |
| All | +251.9% | -97.0% | +348.9% | +249.7% |
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