+13.8%
BIL vs TSLQ
-97.0%
+110.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | +0.1% | -16.8% | +16.9% | +0.1% |
| 30D | +0.3% | -18.0% | +18.3% | +0.3% |
| 3M | +1.0% | -34.5% | +35.4% | +1.0% |
| 6M | +1.9% | -8.9% | +10.8% | +1.9% |
| YTD | +3.2% | -19.0% | +22.2% | +3.2% |
| 1Y | +3.7% | -38.2% | +41.9% | +3.7% |
| 3Y | +13.8% | -96.9% | +110.7% | +13.9% |
| All | +13.8% | -97.0% | +110.9% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling