+581.2%
SMTC vs TSLQ
-95.5%
+676.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -2.3% |
| 7D | +17.5% | +5.7% | +11.8% | +19.3% |
| 30D | +21.3% | -21.1% | +42.4% | +14.8% |
| 3M | +3.1% | -11.5% | +14.7% | +5.1% |
| 6M | +81.7% | -14.9% | +96.6% | +91.1% |
| YTD | +115.9% | +2.4% | +113.5% | +140.4% |
| 1Y | +157.8% | -49.8% | +207.6% | +149.3% |
| All | +581.2% | -95.5% | +676.7% | +559.2% |
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