-97.7%
TSLQ vs SM
+17.3%
-115.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.7% |
| 7D | -16.8% | +9.4% | -26.2% | -14.3% |
| 30D | -18.0% | -14.4% | -3.6% | -21.1% |
| 3M | -34.5% | +1.6% | -36.0% | -33.0% |
| 6M | -8.9% | +6.3% | -15.3% | -6.1% |
| YTD | -19.0% | +78.8% | -97.8% | +6.9% |
| 1Y | -38.2% | +83.1% | -121.3% | -17.5% |
| 3Y | -96.9% | -5.9% | -91.0% | -96.0% |
| All | -97.7% | +17.3% | -115.1% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling