+52.3%
BDX vs TSLQ
-17.8%
+70.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.9% | +5.5% |
| 7D | +7.2% | +9.8% | -2.6% | +7.1% |
| 30D | +15.8% | -6.0% | +21.8% | +15.8% |
| 3M | +23.7% | -35.0% | +58.7% | +23.6% |
| 6M | +44.8% | -24.9% | +69.8% | +43.8% |
| YTD | +39.8% | -12.7% | +52.4% | +38.7% |
| 1Y | +52.3% | -21.0% | +73.3% | +51.7% |
| All | +52.3% | -17.8% | +70.1% | +51.7% |
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