+1,683.3%
BE vs TSLQ
-95.6%
+1,778.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.8% |
| 7D | +23.9% | -8.0% | +31.9% | +22.0% |
| 30D | +27.8% | -23.8% | +51.6% | +20.6% |
| 3M | +3.7% | -7.0% | +10.7% | +7.6% |
| 6M | +78.0% | -17.1% | +95.1% | +85.6% |
| YTD | +209.9% | +0.1% | +209.9% | +242.1% |
| 1Y | +389.6% | -51.2% | +440.8% | +396.0% |
| All | +1,683.3% | -95.6% | +1,778.9% | +1,511.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling