+72.5%
SMR vs TSLQ
-95.5%
+168.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -7.9% | -4.7% |
| 7D | +4.7% | +5.7% | -1.0% | +7.4% |
| 30D | +3.2% | -21.1% | +24.3% | -2.5% |
| 3M | +9.9% | -11.5% | +21.4% | +12.5% |
| 6M | -15.1% | -14.9% | -0.2% | -8.5% |
| YTD | -27.9% | +2.4% | -30.4% | -15.5% |
| 1Y | -70.2% | -49.8% | -20.5% | -69.8% |
| All | +72.5% | -95.5% | +168.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling