+1,514.5%
BE vs TSLQ
-97.2%
+1,611.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +6.4% |
| 7D | +9.0% | -6.6% | +15.6% | +7.5% |
| 30D | +16.3% | -24.3% | +40.6% | +9.1% |
| 3M | +10.8% | -3.6% | +14.4% | +15.9% |
| 6M | +73.2% | -12.0% | +85.2% | +83.8% |
| YTD | +217.4% | +1.4% | +216.0% | +255.0% |
| 1Y | +309.8% | -43.6% | +353.3% | +324.5% |
| 3Y | +1,726.2% | -95.4% | +1,821.6% | +1,412.7% |
| All | +1,514.5% | -97.2% | +1,611.7% | +1,300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling