-97.0%
TSLQ vs SBAC
-8.5%
-88.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -26.6% | -3.4% | -23.2% | -26.0% |
| 30D | -17.5% | +2.6% | -20.1% | -17.9% |
| 3M | -41.7% | +2.6% | -44.3% | -42.1% |
| 6M | -16.9% | -11.5% | -5.4% | -14.9% |
| YTD | -21.9% | -1.6% | -20.3% | -22.3% |
| 1Y | -32.5% | -5.1% | -27.4% | -32.7% |
| All | -97.0% | -8.5% | -88.5% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling