+55.3%
BE vs TSLQ
-17.8%
+73.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -3.6% |
| 7D | -12.1% | +9.8% | -22.0% | -8.3% |
| 30D | -30.1% | -6.0% | -24.0% | -30.4% |
| 3M | -12.1% | -35.0% | +22.9% | -24.1% |
| 6M | -30.6% | -24.9% | -5.6% | -28.4% |
| YTD | +130.6% | -12.7% | +143.3% | +172.5% |
| 1Y | +55.3% | -21.0% | +76.3% | +81.3% |
| All | +55.3% | -17.8% | +73.1% | +81.3% |
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