-89.1%
SPXS vs TSLQ
-97.2%
+8.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +2.5% | -6.6% | +9.1% | +4.3% |
| 30D | +4.2% | -24.3% | +28.5% | +11.3% |
| 3M | -9.3% | -3.6% | -5.7% | -11.7% |
| 6M | -30.7% | -12.0% | -18.7% | -31.9% |
| YTD | -28.1% | +1.4% | -29.4% | -32.7% |
| 1Y | -35.1% | -43.6% | +8.5% | -30.5% |
| 3Y | -79.6% | -95.4% | +15.8% | -67.4% |
| All | -89.1% | -97.2% | +8.2% | -82.2% |
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