+1,523.1%
BE vs TSLQ
-97.3%
+1,620.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -8.0% | +17.6% | +7.6% |
| 7D | +29.8% | -8.6% | +38.3% | +27.4% |
| 30D | +26.4% | -24.9% | +51.3% | +18.2% |
| 3M | +9.3% | -1.5% | +10.8% | +15.4% |
| 6M | +105.1% | -18.1% | +123.1% | +113.8% |
| YTD | +219.0% | -0.1% | +219.2% | +255.3% |
| 1Y | +418.8% | -51.4% | +470.1% | +421.4% |
| 3Y | +1,784.6% | -95.9% | +1,880.5% | +1,390.8% |
| All | +1,523.1% | -97.3% | +1,620.3% | +1,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling