-97.1%
TSLQ vs SPY
+114.0%
-211.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +0.4% |
| 7D | +5.7% | -2.0% | +7.7% | -1.1% |
| 30D | -21.1% | -1.7% | -19.4% | -24.6% |
| 3M | -11.5% | +4.7% | -16.2% | +9.2% |
| 6M | -14.9% | +12.5% | -27.4% | +38.1% |
| YTD | +2.4% | +11.7% | -9.3% | +65.8% |
| 1Y | -49.8% | +17.5% | -67.3% | +0.3% |
| 3Y | -95.8% | +76.6% | -172.4% | -65.0% |
| All | -97.1% | +114.0% | -211.1% | -64.9% |
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