+5.8%
BDX vs TSLQ
-97.3%
+103.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.6% | -8.0% | +4.4% | -3.7% |
| 30D | +0.7% | -23.8% | +24.5% | +0.1% |
| 3M | +19.0% | -7.0% | +26.0% | +19.2% |
| 6M | +10.8% | -17.1% | +27.9% | +10.9% |
| YTD | +20.1% | +0.1% | +20.1% | +21.1% |
| 1Y | +23.1% | -51.2% | +74.2% | +21.8% |
| 3Y | -8.8% | -95.9% | +87.1% | -12.6% |
| All | +5.8% | -97.3% | +103.0% | +6.6% |
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