+360.5%
BE vs TSLQ
-50.5%
+411.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.0% | -4.6% | +12.1% |
| 7D | +20.0% | -5.8% | +25.8% | +17.3% |
| 30D | +7.9% | -22.1% | +30.0% | -2.6% |
| 3M | -13.2% | +10.1% | -23.3% | -1.1% |
| 6M | +53.5% | -6.8% | +60.2% | +71.6% |
| YTD | +191.0% | +8.5% | +182.5% | +256.2% |
| 1Y | +360.5% | -49.7% | +410.2% | +405.8% |
| All | +360.5% | -50.5% | +411.0% | +405.8% |
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