-21.0%
TSLQ vs SM
+70.4%
-91.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -15.3% | +21.7% | +10.3% |
| 7D | +9.8% | -21.5% | +31.3% | +16.4% |
| 30D | -6.0% | -11.4% | +5.3% | -3.9% |
| 3M | -35.0% | +0.6% | -35.6% | -36.9% |
| 6M | -24.9% | +0.2% | -25.2% | -28.6% |
| YTD | -12.7% | +69.7% | -82.3% | -22.1% |
| 1Y | -21.0% | +71.6% | -92.6% | -30.3% |
| All | -21.0% | +70.4% | -91.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling