-85.6%
SMR vs TSLQ
-17.8%
-67.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -1.5% |
| 7D | -9.5% | +9.8% | -19.4% | -5.4% |
| 30D | -33.2% | -6.0% | -27.2% | -34.2% |
| 3M | -45.9% | -35.0% | -10.9% | -53.3% |
| 6M | -57.9% | -24.9% | -32.9% | -57.8% |
| YTD | -63.8% | -12.7% | -51.1% | -58.5% |
| 1Y | -85.6% | -21.0% | -64.6% | -83.8% |
| All | -85.6% | -17.8% | -67.8% | -83.8% |
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