+462.0%
SMH vs TSLQ
-97.3%
+559.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.3% | -8.0% | +12.3% | +2.9% |
| 30D | +0.9% | -23.8% | +24.6% | -3.4% |
| 3M | -2.8% | -7.0% | +4.2% | -0.6% |
| 6M | +45.6% | -17.1% | +62.7% | +49.6% |
| YTD | +59.5% | +0.1% | +59.4% | +70.8% |
| 1Y | +93.4% | -51.2% | +144.6% | +88.1% |
| 3Y | +287.1% | -95.9% | +383.0% | +212.6% |
| All | +462.0% | -97.3% | +559.3% | +361.5% |
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