+172.7%
SU vs TSLQ
-97.2%
+269.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +2.2% | -6.6% | +8.8% | +2.0% |
| 30D | +8.4% | -24.3% | +32.7% | +7.5% |
| 3M | +12.1% | -3.6% | +15.7% | +12.5% |
| 6M | +19.7% | -12.0% | +31.6% | +20.1% |
| YTD | +58.4% | +1.4% | +57.0% | +60.5% |
| 1Y | +67.2% | -43.6% | +110.8% | +65.1% |
| 3Y | +125.0% | -95.4% | +220.4% | +108.7% |
| All | +172.7% | -97.2% | +269.9% | +154.6% |
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