+7.0%
SYY vs TSLQ
-97.2%
+104.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +3.9% | -6.6% | +10.5% | +3.8% |
| 30D | -1.7% | -24.3% | +22.6% | -2.2% |
| 3M | +5.2% | -3.6% | +8.8% | +5.4% |
| 6M | -0.2% | -12.0% | +11.8% | 0.0% |
| YTD | +15.4% | +1.4% | +14.0% | +16.1% |
| 1Y | +5.6% | -43.6% | +49.1% | +5.0% |
| 3Y | +28.9% | -95.4% | +124.3% | +24.7% |
| All | +7.0% | -97.2% | +104.2% | +8.6% |
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