+141.5%
BHP vs TSLQ
-97.3%
+238.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.7% | +1.0% |
| 7D | +1.3% | -8.6% | +9.8% | +0.6% |
| 30D | +4.0% | -24.9% | +28.9% | +1.7% |
| 3M | +12.3% | -1.5% | +13.8% | +13.9% |
| 6M | +30.8% | -18.1% | +48.9% | +32.2% |
| YTD | +58.8% | -0.1% | +58.9% | +63.4% |
| 1Y | +76.8% | -51.4% | +128.2% | +74.0% |
| 3Y | +87.5% | -95.9% | +183.4% | +67.4% |
| All | +141.5% | -97.3% | +238.8% | +127.0% |
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