-43.6%
TSLQ vs SBAC
-2.5%
-41.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -2.0% |
| 7D | -6.6% | -2.1% | -4.5% | -5.8% |
| 30D | -24.3% | +2.0% | -26.3% | -25.4% |
| 3M | -3.6% | -8.3% | +4.7% | +0.3% |
| 6M | -12.0% | +0.3% | -12.3% | -13.4% |
| YTD | +1.4% | -2.2% | +3.6% | +1.0% |
| 1Y | -43.6% | -4.6% | -38.9% | -42.2% |
| All | -43.6% | -2.5% | -41.1% | -42.2% |
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