-97.3%
TSLQ vs SUI
-10.0%
-87.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.5% | -6.9% | -8.9% |
| 7D | +19.7% | +6.2% | +13.5% | +22.4% |
| 30D | +4.1% | +8.6% | -4.5% | +7.4% |
| 3M | -30.9% | +1.0% | -31.9% | -30.9% |
| 6M | -13.6% | -2.6% | -11.0% | -15.7% |
| YTD | -2.6% | -0.1% | -2.5% | -3.2% |
| 1Y | -10.4% | +0.5% | -10.9% | -10.8% |
| 3Y | -96.4% | +15.3% | -111.6% | -95.8% |
| All | -97.3% | -10.0% | -87.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling