+4.6%
TSLQ vs SBAC
+0.8%
+3.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -1.2% | +23.0% | +22.2% |
| 7D | +32.9% | +4.4% | +28.5% | +30.8% |
| 30D | +15.4% | +13.8% | +1.6% | +10.7% |
| 3M | -23.7% | +9.0% | -32.7% | -26.2% |
| 6M | -10.1% | -10.0% | -0.1% | -5.8% |
| YTD | +6.3% | +1.8% | +4.5% | +1.7% |
| 1Y | +4.6% | +1.1% | +3.4% | -1.5% |
| All | +4.6% | +0.8% | +3.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling