+50.4%
SPGI vs TSLQ
-97.8%
+148.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +1.3% |
| 7D | +1.2% | -16.8% | +18.1% | +0.3% |
| 30D | +15.9% | -18.0% | +33.9% | +15.0% |
| 3M | +12.3% | -34.5% | +46.8% | +10.5% |
| 6M | +23.7% | -8.9% | +32.6% | +24.8% |
| YTD | -3.5% | -19.0% | +15.4% | -2.7% |
| 1Y | +0.4% | -38.2% | +38.6% | -0.2% |
| 3Y | +29.9% | -96.9% | +126.8% | +15.0% |
| All | +50.4% | -97.8% | +148.2% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling