-16.2%
SMR vs TSLQ
-97.2%
+81.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.6% | -16.0% |
| 7D | -11.2% | -6.6% | -4.6% | -12.8% |
| 30D | -10.2% | -24.3% | +14.1% | -16.2% |
| 3M | -10.0% | -3.6% | -6.4% | -5.5% |
| 6M | -30.5% | -12.0% | -18.5% | -24.5% |
| YTD | -39.2% | +1.4% | -40.6% | -29.5% |
| 1Y | -75.5% | -43.6% | -32.0% | -74.4% |
| 3Y | +45.4% | -95.4% | +140.8% | +24.1% |
| All | -16.2% | -97.2% | +81.0% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling