+447.8%
SN vs TSLQ
-96.5%
+544.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +3.3% |
| 7D | +1.5% | -16.8% | +18.4% | -0.8% |
| 30D | +21.5% | -18.0% | +39.5% | +19.2% |
| 3M | +20.0% | -34.5% | +54.5% | +15.1% |
| 6M | +119.9% | -8.9% | +128.8% | +125.4% |
| YTD | +102.3% | -19.0% | +121.3% | +107.2% |
| 1Y | +148.0% | -38.2% | +186.2% | +145.7% |
| 3Y | +450.0% | -96.9% | +546.9% | +358.3% |
| All | +447.8% | -96.5% | +544.3% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling