-87.1%
SNDQ vs TSLQ
-16.7%
-70.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | +21.8% | +22.6% | +25.1% |
| 7D | +116.9% | +32.9% | +84.0% | +76.1% |
| 30D | +205.2% | +15.4% | +189.9% | +177.0% |
| 3M | +45.4% | -23.7% | +69.1% | +75.0% |
| 6M | -66.2% | -10.1% | -56.1% | -64.0% |
| All | -87.1% | -16.7% | -70.4% | -85.4% |
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