+432.9%
SNXX vs TSLQ
+5.1%
+427.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +12.0% | +11.4% | +32.2% |
| 7D | +34.9% | -5.8% | +40.7% | +27.6% |
| 30D | +52.5% | -22.1% | +74.6% | +24.9% |
| 3M | -41.3% | +10.1% | -51.4% | -18.7% |
| 6M | +293.8% | -6.8% | +300.5% | +457.6% |
| All | +432.9% | +5.1% | +427.9% | +686.0% |
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