-94.0%
TSLQ vs SARO
-23.7%
-70.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | -0.2% |
| 7D | +5.7% | -4.0% | +9.7% | +0.9% |
| 30D | -21.1% | -16.1% | -5.0% | -35.1% |
| 3M | -11.5% | -4.5% | -7.0% | -13.4% |
| 6M | -14.9% | -17.0% | +2.1% | -28.5% |
| YTD | +2.4% | -17.5% | +20.0% | -13.3% |
| 1Y | -49.8% | -12.3% | -37.5% | -51.9% |
| All | -94.0% | -23.7% | -70.3% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling