+115.0%
SPY vs TSLQ
-97.0%
+212.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | +0.8% |
| 7D | +0.1% | -5.8% | +5.9% | -0.3% |
| 30D | +0.1% | -22.1% | +22.1% | -1.9% |
| 3M | +2.0% | +10.1% | -8.1% | +4.7% |
| 6M | +13.0% | -6.8% | +19.8% | +15.2% |
| YTD | +13.5% | +8.5% | +5.0% | +18.0% |
| 1Y | +20.0% | -49.7% | +69.7% | +17.4% |
| 3Y | +77.2% | -95.6% | +172.8% | +57.0% |
| All | +115.0% | -97.0% | +212.0% | +96.8% |
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