+39.2%
BKR vs TSLQ
-50.5%
+89.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | +0.3% |
| 7D | +1.7% | -5.8% | +7.5% | +1.6% |
| 30D | +3.3% | -22.1% | +25.4% | +2.4% |
| 3M | -3.6% | +10.1% | -13.6% | -2.4% |
| 6M | +5.0% | -6.8% | +11.8% | +6.6% |
| YTD | +40.9% | +8.5% | +32.4% | +44.4% |
| 1Y | +39.2% | -49.7% | +89.0% | +45.4% |
| All | +39.2% | -50.5% | +89.7% | +45.4% |
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