+173.5%
SPG vs TSLQ
-97.2%
+270.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -1.2% | -6.6% | +5.4% | -1.6% |
| 30D | -6.1% | -24.3% | +18.2% | -7.6% |
| 3M | -3.6% | -3.6% | 0.0% | -2.9% |
| 6M | +10.4% | -12.0% | +22.4% | +11.3% |
| YTD | +14.4% | +1.4% | +13.0% | +16.9% |
| 1Y | +16.5% | -43.6% | +60.1% | +14.5% |
| 3Y | +106.8% | -95.4% | +202.2% | +85.3% |
| All | +173.5% | -97.2% | +270.7% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling