-97.7%
TSLQ vs SPY
+115.1%
-212.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -1.4% |
| 7D | -7.3% | -0.9% | -6.4% | -7.2% |
| 30D | -13.2% | -2.4% | -10.9% | -16.8% |
| 3M | -37.6% | -1.2% | -36.5% | -36.6% |
| 6M | -9.3% | +3.3% | -12.6% | +14.0% |
| YTD | -19.1% | +12.3% | -31.3% | +39.3% |
| 1Y | -27.2% | +12.4% | -39.6% | +27.9% |
| 3Y | -97.1% | +78.8% | -175.9% | -73.7% |
| All | -97.7% | +115.1% | -212.8% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling