-96.9%
TSLQ vs SPY
+79.4%
-176.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -0.1% |
| 7D | -7.3% | -0.9% | -6.4% | -7.7% |
| 30D | -13.2% | -2.4% | -10.9% | -18.6% |
| 3M | -37.6% | -1.2% | -36.5% | -37.0% |
| 6M | -9.3% | +3.3% | -12.6% | +19.8% |
| YTD | -19.1% | +12.3% | -31.3% | +59.3% |
| 1Y | -27.2% | +12.4% | -39.6% | +46.6% |
| All | -96.9% | +79.4% | -176.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling