+1,413.4%
BE vs TSLQ
-97.2%
+1,510.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -3.4% |
| 7D | +9.7% | +5.7% | +4.1% | +11.5% |
| 30D | +22.4% | -21.1% | +43.5% | +16.0% |
| 3M | +10.4% | -11.5% | +21.9% | +13.2% |
| 6M | +67.9% | -14.9% | +82.8% | +76.7% |
| YTD | +197.5% | +2.4% | +195.1% | +233.6% |
| 1Y | +310.6% | -49.8% | +360.3% | +316.1% |
| 3Y | +1,657.2% | -95.8% | +1,753.1% | +1,299.6% |
| All | +1,413.4% | -97.2% | +1,510.6% | +1,216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling