+174.6%
SMTC vs TSLQ
-49.6%
+224.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +4.8% |
| 7D | +13.1% | -6.6% | +19.7% | +11.5% |
| 30D | +19.5% | -24.3% | +43.8% | +11.4% |
| 3M | +2.2% | -3.6% | +5.9% | +6.8% |
| 6M | +94.9% | -12.0% | +106.8% | +107.4% |
| YTD | +127.0% | +1.4% | +125.6% | +148.5% |
| 1Y | +174.6% | -43.6% | +218.1% | +211.9% |
| All | +174.6% | -49.6% | +224.2% | +211.9% |
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