+34.5%
BBY vs TSLQ
-17.8%
+52.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.4% | +1.5% | +8.1% |
| 7D | +4.5% | +9.8% | -5.3% | +4.7% |
| 30D | +16.0% | -6.0% | +22.0% | +15.9% |
| 3M | +18.6% | -35.0% | +53.6% | +17.0% |
| 6M | +80.1% | -24.9% | +105.0% | +80.1% |
| YTD | +57.4% | -12.7% | +70.1% | +58.3% |
| 1Y | +34.5% | -21.0% | +55.5% | +35.4% |
| All | +34.5% | -17.8% | +52.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling