-97.0%
TSLQ vs SPY
+117.5%
-214.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +10.7% |
| 7D | -5.8% | +0.1% | -5.9% | -5.0% |
| 30D | -22.1% | +0.1% | -22.1% | -21.0% |
| 3M | +10.1% | +2.0% | +8.1% | +26.6% |
| 6M | -6.8% | +13.0% | -19.8% | +54.2% |
| YTD | +8.5% | +13.5% | -5.0% | +85.6% |
| 1Y | -49.7% | +20.0% | -69.7% | +7.6% |
| 3Y | -95.6% | +77.2% | -172.8% | -62.2% |
| All | -97.0% | +117.5% | -214.5% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling