+107.5%
SOXX vs TSLQ
-49.6%
+157.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.6% |
| 7D | +1.4% | -6.6% | +8.0% | -0.1% |
| 30D | -3.6% | -24.3% | +20.7% | -9.2% |
| 3M | -10.2% | -3.6% | -6.5% | -6.8% |
| 6M | +54.2% | -12.0% | +66.2% | +62.7% |
| YTD | +75.2% | +1.4% | +73.8% | +90.6% |
| 1Y | +107.5% | -43.6% | +151.1% | +118.7% |
| All | +107.5% | -49.6% | +157.1% | +118.7% |
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