-0.7%
BKR vs TSLQ
-0.4%
-0.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +21.8% | -29.1% | -5.9% |
| 7D | -15.2% | +32.9% | -48.1% | -13.6% |
| 30D | -19.1% | +15.4% | -34.5% | -17.9% |
| 3M | -24.8% | -23.7% | -1.1% | -24.5% |
| 6M | -31.6% | -10.1% | -21.5% | -30.3% |
| YTD | +2.5% | +6.3% | -3.8% | +5.3% |
| 1Y | -0.7% | +4.6% | -5.3% | +1.6% |
| All | -0.7% | -0.4% | -0.4% | +1.6% |
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