-97.8%
TSLQ vs SM
+17.5%
-115.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.7% | -1.9% |
| 7D | -26.6% | +10.6% | -37.2% | -24.0% |
| 30D | -17.5% | -15.0% | -2.5% | -20.8% |
| 3M | -41.7% | +1.7% | -43.4% | -40.3% |
| 6M | -16.9% | +5.9% | -22.8% | -14.6% |
| YTD | -21.9% | +79.0% | -100.9% | +3.1% |
| 1Y | -32.5% | +84.7% | -117.2% | -9.5% |
| 3Y | -97.2% | -3.5% | -93.7% | -96.3% |
| All | -97.8% | +17.5% | -115.3% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling