+111.9%
SPG vs TSLQ
-95.9%
+207.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.1% | +0.7% |
| 7D | 0.0% | -8.6% | +8.6% | -0.4% |
| 30D | -4.9% | -24.9% | +19.9% | -6.2% |
| 3M | +3.3% | -1.5% | +4.8% | +4.2% |
| 6M | +11.2% | -18.1% | +29.3% | +11.4% |
| YTD | +17.1% | -0.1% | +17.2% | +19.2% |
| 1Y | +21.6% | -51.4% | +73.0% | +18.4% |
| 3Y | +111.9% | -95.9% | +207.8% | +94.4% |
| All | +111.9% | -95.9% | +207.7% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling