-97.0%
TSLQ vs SFM
+206.2%
-303.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +12.9% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -22.1% | -4.4% | -17.7% | -23.2% |
| 3M | +10.1% | +1.5% | +8.5% | +11.2% |
| 6M | -6.8% | +6.5% | -13.2% | -3.6% |
| YTD | +8.5% | +2.2% | +6.4% | +10.5% |
| 1Y | -49.7% | -41.9% | -7.8% | -59.2% |
| 3Y | -95.6% | +106.8% | -202.4% | -95.2% |
| All | -97.0% | +206.2% | -303.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling