+75.5%
BEN vs TSLQ
-97.3%
+172.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.7% | -1.0% |
| 7D | +4.7% | -8.6% | +13.3% | +3.9% |
| 30D | +2.6% | -24.9% | +27.5% | +0.1% |
| 3M | +11.5% | -1.5% | +13.0% | +13.1% |
| 6M | +35.3% | -18.1% | +53.4% | +36.3% |
| YTD | +48.6% | -0.1% | +48.7% | +53.3% |
| 1Y | +46.7% | -51.4% | +98.1% | +42.9% |
| 3Y | +57.0% | -95.9% | +152.9% | +39.4% |
| All | +75.5% | -97.3% | +172.8% | +63.2% |
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