+113.9%
SOXX vs TSLQ
-50.5%
+164.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +6.3% |
| 7D | +2.2% | -5.8% | +8.0% | +1.0% |
| 30D | -2.0% | -22.1% | +20.1% | -7.2% |
| 3M | -13.7% | +10.1% | -23.8% | -7.0% |
| 6M | +52.4% | -6.8% | +59.1% | +62.6% |
| YTD | +72.8% | +8.5% | +64.3% | +90.3% |
| 1Y | +113.9% | -49.7% | +163.6% | +136.4% |
| All | +113.9% | -50.5% | +164.4% | +136.4% |
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