+309.8%
BE vs TSLQ
-49.6%
+359.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +6.3% |
| 7D | +9.0% | -6.6% | +15.6% | +6.6% |
| 30D | +16.3% | -24.3% | +40.6% | +4.7% |
| 3M | +10.8% | -3.6% | +14.4% | +18.2% |
| 6M | +73.2% | -12.0% | +85.2% | +89.1% |
| YTD | +217.4% | +1.4% | +216.0% | +278.6% |
| 1Y | +309.8% | -43.6% | +353.3% | +366.8% |
| All | +309.8% | -49.6% | +359.4% | +366.8% |
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