-94.1%
TSLQ vs SARO
-22.5%
-71.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | +0.8% |
| 7D | -6.6% | -3.1% | -3.5% | -9.8% |
| 30D | -24.3% | -12.2% | -12.1% | -34.6% |
| 3M | -3.6% | -7.4% | +3.7% | -9.6% |
| 6M | -12.0% | -15.3% | +3.3% | -24.1% |
| YTD | +1.4% | -16.2% | +17.6% | -12.6% |
| 1Y | -43.6% | -12.1% | -31.5% | -46.3% |
| All | -94.1% | -22.5% | -71.6% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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