-95.9%
TSLQ vs SM
-2.8%
-93.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.6% | -11.6% | -6.6% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | -24.9% | +31.5% | -56.4% | -16.0% |
| 3M | -1.5% | +17.3% | -18.9% | +3.5% |
| 6M | -18.1% | +48.5% | -66.6% | -2.8% |
| YTD | -0.1% | +106.3% | -106.4% | +47.5% |
| 1Y | -51.4% | +47.3% | -98.7% | -43.2% |
| 3Y | -95.9% | -1.4% | -94.5% | -94.1% |
| All | -95.9% | -2.8% | -93.2% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling