+214.7%
SNDU vs TSLQ
-13.1%
+227.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -8.3% |
| 7D | -12.7% | -6.6% | -6.1% | -16.7% |
| 30D | +35.8% | -24.3% | +60.1% | +10.0% |
| 3M | -54.8% | -3.6% | -51.2% | -45.1% |
| All | +214.7% | -13.1% | +227.9% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling