-97.1%
TSLQ vs SM
+36.9%
-134.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.5% |
| 7D | +5.7% | +2.1% | +3.5% | +6.7% |
| 30D | -21.1% | +18.1% | -39.2% | -16.2% |
| 3M | -11.5% | +17.0% | -28.5% | -7.5% |
| 6M | -14.9% | +55.4% | -70.3% | +0.2% |
| YTD | +2.4% | +108.6% | -106.1% | +40.4% |
| 1Y | -49.8% | +45.7% | -95.4% | -42.4% |
| 3Y | -95.8% | -0.3% | -95.5% | -94.4% |
| All | -97.1% | +36.9% | -134.0% | -96.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling