-16.9%
TSLQ vs SM
+7.4%
-24.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.7% | -4.3% |
| 7D | -26.6% | +10.6% | -37.2% | -27.7% |
| 30D | -17.5% | -15.0% | -2.5% | -14.1% |
| 3M | -41.7% | +1.7% | -43.4% | -43.6% |
| 6M | -16.9% | +5.9% | -22.8% | -24.8% |
| All | -16.9% | +7.4% | -24.3% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling