+30.4%
SPGI vs TSLQ
-97.2%
+127.6%
-30.5%
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 | -7.4% | -6.6% | -0.8% | -7.7% |
| 30D | +0.4% | -24.3% | +24.7% | -0.9% |
| 3M | +5.3% | -3.6% | +8.9% | +5.9% |
| 6M | +1.7% | -12.0% | +13.6% | +2.2% |
| YTD | -16.4% | +1.4% | -17.7% | -14.9% |
| 1Y | -20.5% | -43.6% | +23.1% | -21.6% |
| 3Y | +14.2% | -95.4% | +109.6% | +5.7% |
| All | +30.4% | -97.2% | +127.6% | +19.6% |
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