-50.9%
TSLQ vs SM
+50.7%
-101.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -23.8% | +20.3% | -44.1% | -27.0% |
| 3M | -7.0% | +22.9% | -29.9% | -12.6% |
| 6M | -17.1% | +47.8% | -64.9% | -22.3% |
| YTD | +0.1% | +107.5% | -107.4% | -2.5% |
| All | -50.9% | +50.7% | -101.6% | -58.0% |
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