-89.1%
SPXU vs TSLQ
-97.3%
+8.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.3% | -8.0% | +9.3% | +3.1% |
| 30D | +5.1% | -23.8% | +28.9% | +12.0% |
| 3M | -9.1% | -7.0% | -2.1% | -10.6% |
| 6M | -29.6% | -17.1% | -12.5% | -29.7% |
| YTD | -27.7% | +0.1% | -27.7% | -32.1% |
| 1Y | -37.0% | -51.2% | +14.2% | -29.9% |
| 3Y | -80.2% | -95.9% | +15.7% | -66.8% |
| All | -89.1% | -97.3% | +8.1% | -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 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