+19.0%
SPGI vs TSLQ
-95.9%
+114.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.0% | +4.8% | -3.5% |
| 7D | -2.5% | -8.6% | +6.1% | -2.7% |
| 30D | +5.4% | -24.9% | +30.3% | +4.5% |
| 3M | +9.0% | -1.5% | +10.6% | +9.6% |
| 6M | +0.8% | -18.1% | +18.8% | +0.8% |
| YTD | -12.6% | -0.1% | -12.5% | -11.5% |
| 1Y | -16.1% | -51.4% | +35.2% | -17.6% |
| 3Y | +19.0% | -95.9% | +114.9% | +14.5% |
| All | +19.0% | -95.9% | +114.9% | +14.5% |
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