+28.5%
SNPS vs TSLQ
-97.3%
+125.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -1.6% |
| 7D | -5.5% | -8.6% | +3.1% | -6.4% |
| 30D | -5.8% | -24.9% | +19.1% | -8.8% |
| 3M | -17.2% | -1.5% | -15.7% | -15.2% |
| 6M | -10.4% | -18.1% | +7.7% | -9.1% |
| YTD | -16.5% | -0.1% | -16.4% | -12.3% |
| 1Y | -35.6% | -51.4% | +15.7% | -37.3% |
| 3Y | -14.6% | -95.9% | +81.3% | -28.5% |
| All | +28.5% | -97.3% | +125.8% | +9.8% |
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 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