-97.7%
TSLQ vs SPY
+113.5%
-211.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +2.5% |
| 7D | -16.8% | +2.6% | -19.4% | -8.6% |
| 30D | -18.0% | -2.0% | -16.0% | -20.5% |
| 3M | -34.5% | -2.8% | -31.7% | -37.1% |
| 6M | -8.9% | +2.1% | -11.1% | +10.2% |
| YTD | -19.0% | +11.5% | -30.5% | +36.1% |
| 1Y | -38.2% | +13.5% | -51.7% | +10.9% |
| 3Y | -96.9% | +77.7% | -174.6% | -73.2% |
| All | -97.7% | +113.5% | -211.3% | -71.2% |
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 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