+175.0%
SMTC vs TSLQ
-97.0%
+272.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.0% | -2.8% | +12.3% |
| 7D | +12.7% | -5.8% | +18.5% | +11.2% |
| 30D | +22.0% | -22.1% | +44.1% | +14.7% |
| 3M | -12.7% | +10.1% | -22.7% | -5.4% |
| 6M | +64.8% | -6.8% | +71.5% | +77.0% |
| YTD | +100.7% | +8.5% | +92.2% | +126.1% |
| 1Y | +146.9% | -49.7% | +196.6% | +138.3% |
| 3Y | +456.8% | -95.6% | +552.4% | +347.4% |
| All | +175.0% | -97.0% | +272.0% | +120.2% |
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 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