-95.9%
TSLQ vs SBAC
-9.5%
-86.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.9% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -24.9% | +3.2% | -28.1% | -25.4% |
| 3M | -1.5% | -5.1% | +3.5% | -0.8% |
| 6M | -18.1% | -2.1% | -16.0% | -18.6% |
| YTD | -0.1% | -0.5% | +0.4% | -0.8% |
| 1Y | -51.4% | +1.1% | -52.5% | -51.7% |
| 3Y | -95.9% | -7.4% | -88.5% | -95.9% |
| All | -95.9% | -9.5% | -86.4% | -95.9% |
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