+30.8%
SRE vs TSLQ
-97.3%
+128.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.7% | +1.3% |
| 7D | +1.4% | -8.6% | +10.0% | +1.1% |
| 30D | +1.9% | -24.9% | +26.8% | +0.6% |
| 3M | -3.3% | -1.5% | -1.8% | -2.6% |
| 6M | -6.4% | -18.1% | +11.6% | -6.3% |
| YTD | -1.8% | -0.1% | -1.7% | -0.2% |
| 1Y | +10.7% | -51.4% | +62.1% | +8.5% |
| 3Y | +31.8% | -95.9% | +127.7% | +22.2% |
| All | +30.8% | -97.3% | +128.1% | +25.9% |
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