+2.1%
SPY vs TSLQ
-12.5%
+14.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | 0.0% |
| 7D | +2.6% | -16.8% | +19.4% | +1.0% |
| 30D | -2.0% | -18.0% | +16.0% | -3.1% |
| 3M | -2.8% | -34.5% | +31.7% | -5.2% |
| 6M | +2.1% | -8.9% | +11.1% | +4.3% |
| All | +2.1% | -12.5% | +14.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling