+3.0%
BIL vs TSLQ
-17.8%
+20.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | 0.0% |
| 7D | -0.3% | +9.8% | -10.1% | -0.3% |
| 30D | 0.0% | -6.0% | +6.0% | 0.0% |
| 3M | +0.3% | -35.0% | +35.3% | +0.3% |
| 6M | +1.2% | -24.9% | +26.1% | +1.2% |
| YTD | +2.4% | -12.7% | +15.1% | +2.4% |
| 1Y | +3.0% | -21.0% | +24.0% | +3.0% |
| All | +3.0% | -17.8% | +20.8% | +3.0% |
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 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