-38.2%
TSLQ vs SPY
+12.1%
-50.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +2.2% |
| 7D | -16.8% | +2.6% | -19.4% | -6.6% |
| 30D | -18.0% | -2.0% | -16.0% | -21.7% |
| 3M | -34.5% | -2.8% | -31.7% | -38.3% |
| 6M | -8.9% | +2.1% | -11.1% | +13.5% |
| YTD | -19.0% | +11.5% | -30.5% | +39.4% |
| 1Y | -38.2% | +13.5% | -51.7% | +12.7% |
| All | -38.2% | +12.1% | -50.3% | +12.7% |
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