-37.6%
SMCI vs TSLQ
-17.8%
-19.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.4% | -12.1% | -3.7% |
| 7D | -17.3% | +9.8% | -27.2% | -14.8% |
| 30D | -31.5% | -6.0% | -25.4% | -31.9% |
| 3M | -6.6% | -35.0% | +28.4% | -15.0% |
| 6M | +6.0% | -24.9% | +31.0% | +7.2% |
| YTD | +1.1% | -12.7% | +13.8% | +4.7% |
| 1Y | -37.6% | -21.0% | -16.6% | -35.8% |
| All | -37.6% | -17.8% | -19.8% | -35.8% |
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 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