+40.1%
SN vs TSLQ
-49.1%
+89.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.3% | -3.8% |
| 7D | -7.2% | +5.7% | -12.9% | -6.7% |
| 30D | -13.4% | -21.1% | +7.7% | -14.6% |
| 3M | +26.8% | -11.5% | +38.3% | +27.3% |
| 6M | +44.6% | -14.9% | +59.5% | +44.9% |
| YTD | +45.3% | +2.4% | +42.9% | +46.9% |
| 1Y | +40.1% | -49.8% | +89.9% | +44.3% |
| All | +40.1% | -49.1% | +89.2% | +44.3% |
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