-2.7%
SMCI vs TSLQ
-50.5%
+47.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +12.0% | -7.4% | +7.8% |
| 7D | +6.8% | -5.8% | +12.6% | +5.3% |
| 30D | +30.6% | -22.1% | +52.7% | +22.9% |
| 3M | -15.6% | +10.1% | -25.6% | -7.7% |
| 6M | +21.3% | -6.8% | +28.0% | +29.9% |
| YTD | +35.3% | +8.5% | +26.7% | +50.0% |
| 1Y | -2.7% | -49.7% | +47.0% | +6.1% |
| All | -2.7% | -50.5% | +47.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling