-96.9%
TSLQ vs SFM
+23.6%
-120.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.2% | -4.9% |
| 7D | -7.3% | -7.1% | -0.3% | -8.8% |
| 30D | -13.2% | -21.4% | +8.2% | -17.7% |
| 3M | -37.6% | -40.1% | +2.5% | -45.6% |
| 6M | -9.3% | -38.0% | +28.7% | -19.4% |
| YTD | -19.1% | -36.5% | +17.5% | -27.3% |
| 1Y | -27.2% | -35.2% | +8.0% | -34.0% |
| All | -96.9% | +23.6% | -120.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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