+8.8%
SMR vs TSLQ
-97.3%
+106.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -8.0% | +23.2% | +12.7% |
| 7D | +21.4% | -8.6% | +30.0% | +18.9% |
| 30D | +13.8% | -24.9% | +38.7% | +6.1% |
| 3M | +3.9% | -1.5% | +5.4% | +10.5% |
| 6M | -4.2% | -18.1% | +13.9% | +1.8% |
| YTD | -21.1% | -0.1% | -21.0% | -8.8% |
| 1Y | -67.1% | -51.4% | -15.7% | -66.8% |
| 3Y | +88.9% | -95.9% | +184.8% | +57.3% |
| All | +8.8% | -97.3% | +106.0% | -3.3% |
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 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