-97.2%
TSLQ vs SBAC
-35.7%
-61.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -8.0% | +0.2% | -8.2% | -8.0% |
| 30D | -23.8% | +3.9% | -27.6% | -23.7% |
| 3M | -7.0% | -8.2% | +1.2% | -7.5% |
| 6M | -17.1% | -2.8% | -14.3% | -17.9% |
| YTD | +0.1% | -1.5% | +1.6% | -0.6% |
| 1Y | -51.2% | 0.0% | -51.2% | -51.4% |
| 3Y | -95.9% | -8.4% | -87.5% | -95.9% |
| All | -97.2% | -35.7% | -61.5% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling