+293.4%
SN vs TSLQ
-95.6%
+389.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.3% | -3.6% |
| 7D | -7.2% | +5.7% | -12.9% | -6.4% |
| 30D | -13.4% | -21.1% | +7.7% | -15.5% |
| 3M | +26.8% | -11.5% | +38.3% | +27.4% |
| 6M | +44.6% | -14.9% | +59.5% | +46.6% |
| YTD | +45.3% | +2.4% | +42.9% | +52.3% |
| 1Y | +40.1% | -49.8% | +89.9% | +34.7% |
| 3Y | +375.3% | -95.8% | +471.1% | +311.1% |
| All | +293.4% | -95.6% | +389.0% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling