+72.8%
BEN vs TSLQ
-97.3%
+170.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.4% | -8.0% | +11.4% | +2.6% |
| 30D | +1.8% | -23.8% | +25.6% | -0.5% |
| 3M | +8.4% | -7.0% | +15.4% | +9.3% |
| 6M | +35.6% | -17.1% | +52.7% | +36.7% |
| YTD | +46.4% | +0.1% | +46.3% | +51.0% |
| 1Y | +46.3% | -51.2% | +97.5% | +42.6% |
| 3Y | +54.6% | -95.9% | +150.5% | +37.2% |
| All | +72.8% | -97.3% | +170.1% | +60.7% |
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