+2.7%
SYY vs TSLQ
-97.3%
+99.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | -0.4% |
| 7D | -2.8% | -8.6% | +5.8% | -2.9% |
| 30D | -5.3% | -24.9% | +19.6% | -5.8% |
| 3M | +5.1% | -1.5% | +6.6% | +5.4% |
| 6M | -5.0% | -18.1% | +13.1% | -4.9% |
| YTD | +10.7% | -0.1% | +10.8% | +11.4% |
| 1Y | +0.7% | -51.4% | +52.1% | -0.2% |
| 3Y | +24.0% | -95.9% | +120.0% | +19.2% |
| All | +2.7% | -97.3% | +99.9% | +4.2% |
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