+32.8%
SPGI vs TSLQ
-97.3%
+130.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.5% |
| 7D | -3.1% | -8.0% | +4.9% | -3.4% |
| 30D | +2.0% | -23.8% | +25.8% | +0.8% |
| 3M | +4.3% | -7.0% | +11.3% | +4.8% |
| 6M | -0.2% | -17.1% | +16.9% | 0.0% |
| YTD | -14.8% | +0.1% | -14.9% | -13.4% |
| 1Y | -18.5% | -51.2% | +32.6% | -20.4% |
| 3Y | +16.0% | -95.9% | +111.9% | +5.3% |
| All | +32.8% | -97.3% | +130.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling