+128.8%
BHP vs TSLQ
-97.2%
+226.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | -3.6% | -6.6% | +3.0% | -4.2% |
| 30D | -1.2% | -24.3% | +23.1% | -3.2% |
| 3M | +1.2% | -3.6% | +4.8% | +2.4% |
| 6M | +21.4% | -12.0% | +33.4% | +23.4% |
| YTD | +50.4% | +1.4% | +49.0% | +55.1% |
| 1Y | +67.5% | -43.6% | +111.1% | +66.8% |
| 3Y | +72.8% | -95.4% | +168.2% | +56.5% |
| All | +128.8% | -97.2% | +226.0% | +115.3% |
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