-73.1%
SMR vs TSLQ
-50.5%
-22.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.0% | -12.5% | +4.7% |
| 7D | +4.4% | -5.8% | +10.2% | +2.2% |
| 30D | +3.4% | -22.1% | +25.5% | -5.5% |
| 3M | -19.2% | +10.1% | -29.2% | -7.2% |
| 6M | -22.6% | -6.8% | -15.9% | -13.0% |
| YTD | -31.5% | +8.5% | -40.1% | -15.5% |
| 1Y | -73.1% | -49.7% | -23.4% | -68.5% |
| All | -73.1% | -50.5% | -22.6% | -68.5% |
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 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