+360.5%
SOXX vs TSLQ
-17.8%
+378.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.6% | -1.1% |
| 7D | +158.9% | +9.8% | +149.1% | +167.7% |
| 30D | +129.2% | -6.0% | +135.3% | +129.5% |
| 3M | +149.7% | -35.0% | +184.7% | +130.0% |
| 6M | +193.4% | -24.9% | +218.4% | +202.2% |
| YTD | +351.0% | -12.7% | +363.7% | +385.6% |
| 1Y | +360.5% | -21.0% | +381.5% | +390.7% |
| All | +360.5% | -17.8% | +378.3% | +390.7% |
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