+17.9%
SPYG vs TSLQ
-49.6%
+67.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.7% |
| 7D | -0.9% | -6.6% | +5.7% | -1.7% |
| 30D | -1.5% | -24.3% | +22.8% | -4.4% |
| 3M | +3.7% | -3.6% | +7.3% | +5.3% |
| 6M | +16.4% | -12.0% | +28.4% | +18.4% |
| YTD | +13.3% | +1.4% | +12.0% | +17.5% |
| 1Y | +17.9% | -43.6% | +61.4% | +19.5% |
| All | +17.9% | -49.6% | +67.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling