-11.6%
SNPS vs TSLQ
-97.0%
+85.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.2% | -0.3% |
| 7D | -0.2% | -7.3% | +7.1% | -0.6% |
| 30D | -8.0% | -13.2% | +5.2% | -8.8% |
| 3M | +12.5% | -37.6% | +50.1% | +7.8% |
| 6M | -10.5% | -9.3% | -1.2% | -7.8% |
| YTD | -1.6% | -19.1% | +17.4% | +1.5% |
| 1Y | +16.8% | -27.2% | +44.0% | +19.7% |
| All | -11.6% | -97.0% | +85.4% | -24.8% |
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