+40.8%
SPGI vs TSLQ
-97.0%
+137.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -0.9% |
| 7D | +0.1% | -5.8% | +5.9% | 0.0% |
| 30D | +8.4% | -22.1% | +30.5% | +7.2% |
| 3M | +11.8% | +10.1% | +1.8% | +13.4% |
| 6M | +5.7% | -6.8% | +12.5% | +6.6% |
| YTD | -9.7% | +8.5% | -18.2% | -7.8% |
| 1Y | -12.5% | -49.7% | +37.3% | -14.4% |
| 3Y | +21.8% | -95.6% | +117.5% | +10.8% |
| All | +40.8% | -97.0% | +137.9% | +29.6% |
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 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