-97.7%
TSLQ vs SBAC
-34.4%
-63.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.8% |
| 7D | -16.8% | +0.6% | -17.5% | -16.8% |
| 30D | -18.0% | +5.5% | -23.4% | -17.8% |
| 3M | -34.5% | +3.1% | -37.6% | -34.3% |
| 6M | -8.9% | -7.0% | -1.9% | -9.4% |
| YTD | -19.0% | +0.5% | -19.5% | -19.4% |
| 1Y | -38.2% | +0.2% | -38.4% | -38.6% |
| 3Y | -96.9% | -7.4% | -89.6% | -96.9% |
| All | -97.7% | -34.4% | -63.4% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling