+50.5%
BBY vs TSLQ
-97.2%
+147.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.3% |
| 7D | +0.7% | +5.7% | -5.0% | +1.2% |
| 30D | +5.8% | -21.1% | +26.9% | +3.8% |
| 3M | +18.0% | -11.5% | +29.5% | +18.3% |
| 6M | +39.8% | -14.9% | +54.8% | +40.9% |
| YTD | +35.4% | +2.4% | +33.0% | +39.4% |
| 1Y | +21.4% | -49.8% | +71.2% | +18.5% |
| 3Y | +39.5% | -95.8% | +135.4% | +22.6% |
| All | +50.5% | -97.2% | +147.7% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling