+72.2%
SMTC vs TSLQ
-17.8%
+90.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.4% | -19.4% | -10.8% |
| 7D | -24.5% | +9.8% | -34.3% | -21.9% |
| 30D | -42.5% | -6.0% | -36.4% | -42.5% |
| 3M | -14.1% | -35.0% | +20.9% | -22.7% |
| 6M | +3.6% | -24.9% | +28.5% | +7.8% |
| YTD | +50.6% | -12.7% | +63.2% | +66.2% |
| 1Y | +72.2% | -21.0% | +93.2% | +88.5% |
| All | +72.2% | -17.8% | +90.0% | +88.5% |
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