+111.1%
SPY vs TSLQ
-97.8%
+208.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | 0.0% |
| 7D | +2.6% | -16.8% | +19.4% | +0.9% |
| 30D | -2.0% | -18.0% | +16.0% | -3.2% |
| 3M | -2.8% | -34.5% | +31.7% | -5.5% |
| 6M | +2.1% | -8.9% | +11.1% | +4.0% |
| YTD | +11.5% | -19.0% | +30.5% | +13.6% |
| 1Y | +13.5% | -38.2% | +51.7% | +13.0% |
| 3Y | +77.7% | -96.9% | +174.6% | +52.3% |
| All | +111.1% | -97.8% | +208.9% | +89.5% |
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