+4.6%
TSLQ vs SPY
+9.8%
-5.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -4.4% | +26.2% | +3.1% |
| 7D | +32.9% | -4.7% | +37.6% | +9.9% |
| 30D | +15.4% | -5.9% | +21.3% | -8.4% |
| 3M | -23.7% | -4.5% | -19.1% | -34.2% |
| 6M | -10.1% | +1.8% | -11.9% | +8.2% |
| YTD | +6.3% | +8.3% | -2.0% | +64.8% |
| 1Y | +4.6% | +9.3% | -4.8% | +74.2% |
| All | +4.6% | +9.8% | -5.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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