-97.2%
TSLQ vs SUI
-12.9%
-84.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -8.6% |
| 7D | -8.6% | -3.1% | -5.4% | -9.9% |
| 30D | -24.9% | -2.3% | -22.6% | -25.7% |
| 3M | -1.5% | -2.8% | +1.3% | -3.3% |
| 6M | -18.1% | -12.4% | -5.7% | -23.8% |
| YTD | -0.1% | -3.3% | +3.2% | -1.7% |
| 1Y | -51.4% | -5.8% | -45.6% | -53.1% |
| 3Y | -95.9% | +12.5% | -108.4% | -95.3% |
| All | -97.2% | -12.9% | -84.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling