+67.5%
BHP vs TSLQ
-49.6%
+117.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.4% |
| 7D | -3.6% | -6.6% | +3.0% | -4.3% |
| 30D | -1.2% | -24.3% | +23.1% | -4.0% |
| 3M | +1.2% | -3.6% | +4.8% | +2.9% |
| 6M | +21.4% | -12.0% | +33.4% | +23.9% |
| YTD | +50.4% | +1.4% | +49.0% | +54.8% |
| 1Y | +67.5% | -43.6% | +111.1% | +71.7% |
| All | +67.5% | -49.6% | +117.1% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling