-97.2%
TSLQ vs SFM
+175.1%
-272.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -1.0% |
| 7D | -8.0% | -7.2% | -0.8% | -10.1% |
| 30D | -23.8% | -14.3% | -9.5% | -27.3% |
| 3M | -7.0% | -13.7% | +6.7% | -10.8% |
| 6M | -17.1% | -6.0% | -11.1% | -17.6% |
| YTD | +0.1% | -8.2% | +8.3% | -1.4% |
| 1Y | -51.2% | -46.2% | -4.9% | -61.1% |
| 3Y | -95.9% | +83.6% | -179.5% | -95.7% |
| All | -97.2% | +175.1% | -272.3% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling