+412.0%
SN vs TSLQ
-95.9%
+507.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.0% | +9.0% | -0.1% |
| 7D | +0.1% | -8.6% | +8.7% | -0.9% |
| 30D | -5.6% | -24.9% | +19.3% | -8.7% |
| 3M | +48.1% | -1.5% | +49.6% | +51.1% |
| 6M | +57.6% | -18.1% | +75.7% | +59.0% |
| YTD | +56.5% | -0.1% | +56.6% | +63.6% |
| 1Y | +52.6% | -51.4% | +103.9% | +45.8% |
| 3Y | +412.0% | -95.9% | +507.9% | +369.2% |
| All | +412.0% | -95.9% | +507.8% | +369.2% |
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