+45.0%
BBY vs TSLQ
-95.6%
+140.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.0% |
| 7D | +0.6% | -6.6% | +7.2% | +0.1% |
| 30D | +9.4% | -24.3% | +33.7% | +7.3% |
| 3M | +19.3% | -3.6% | +22.9% | +20.4% |
| 6M | +47.9% | -12.0% | +59.9% | +49.4% |
| YTD | +39.6% | +1.4% | +38.2% | +43.1% |
| 1Y | +22.2% | -43.6% | +65.7% | +20.9% |
| 3Y | +45.0% | -95.4% | +140.4% | +43.0% |
| All | +45.0% | -95.6% | +140.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling