+456.4%
SMH vs TSLQ
-97.2%
+553.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.3% |
| 7D | +0.3% | -6.6% | +6.9% | -0.9% |
| 30D | -2.8% | -24.3% | +21.5% | -7.0% |
| 3M | -6.7% | -3.6% | -3.1% | -4.2% |
| 6M | +41.8% | -12.0% | +53.7% | +47.2% |
| YTD | +57.9% | +1.4% | +56.5% | +69.5% |
| 1Y | +87.6% | -43.6% | +131.2% | +87.0% |
| 3Y | +282.9% | -95.4% | +378.3% | +219.1% |
| All | +456.4% | -97.2% | +553.6% | +358.0% |
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