-95.7%
SNDQ vs TSLQ
-15.0%
-80.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +12.0% | -35.8% | -33.2% |
| 7D | -30.8% | -5.8% | -25.0% | -30.0% |
| 30D | -51.7% | -22.1% | -29.6% | -42.3% |
| 3M | -78.0% | +10.1% | -88.1% | -79.3% |
| All | -95.7% | -15.0% | -80.8% | -95.2% |
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 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 · Available span rolling