+112.2%
SPYM vs TSLQ
-97.2%
+209.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.4% |
| 7D | -2.0% | +5.7% | -7.7% | -1.4% |
| 30D | -1.6% | -21.1% | +19.5% | -3.4% |
| 3M | +4.7% | -11.5% | +16.3% | +5.1% |
| 6M | +12.6% | -14.9% | +27.5% | +13.7% |
| YTD | +11.8% | +2.4% | +9.4% | +15.5% |
| 1Y | +17.5% | -49.8% | +67.3% | +15.1% |
| 3Y | +77.0% | -95.8% | +172.8% | +56.7% |
| All | +112.2% | -97.2% | +209.4% | +93.7% |
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