-97.6%
TSLQ vs SPY
+113.1%
-210.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.4% | -3.2% |
| 7D | +8.5% | +0.1% | +8.4% | +11.5% |
| 30D | -4.8% | -3.3% | -1.5% | -11.9% |
| 3M | -34.9% | -2.4% | -32.4% | -36.7% |
| 6M | -10.6% | +2.6% | -13.2% | +9.5% |
| YTD | -13.4% | +11.2% | -24.6% | +44.2% |
| 1Y | -25.9% | +13.4% | -39.3% | +33.6% |
| 3Y | -96.9% | +79.9% | -176.8% | -72.7% |
| All | -97.6% | +113.1% | -210.6% | -69.5% |
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 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