-79.1%
SPXS vs TSLQ
-95.5%
+16.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | +6.4% | +5.7% | +0.7% | +4.5% |
| 30D | +6.0% | -21.1% | +27.1% | +11.4% |
| 3M | -11.6% | -11.5% | -0.1% | -11.7% |
| 6M | -28.7% | -14.9% | -13.8% | -29.1% |
| YTD | -26.3% | +2.4% | -28.7% | -30.6% |
| 1Y | -34.9% | -49.8% | +14.9% | -28.7% |
| All | -79.1% | -95.5% | +16.5% | -70.3% |
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