+158.9%
SN vs TSLQ
-17.8%
+176.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.3% | +4.7% |
| 7D | +10.6% | +9.8% | +0.8% | +11.6% |
| 30D | +20.0% | -6.0% | +26.1% | +19.5% |
| 3M | +30.4% | -35.0% | +65.4% | +26.1% |
| 6M | +91.0% | -24.9% | +115.9% | +88.7% |
| YTD | +95.9% | -12.7% | +108.6% | +97.5% |
| 1Y | +158.9% | -21.0% | +179.9% | +160.4% |
| All | +158.9% | -17.8% | +176.7% | +160.4% |
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