+100.1%
BLK vs TSLQ
-97.2%
+197.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.7% |
| 7D | -5.2% | +5.7% | -10.9% | -4.6% |
| 30D | -7.0% | -21.1% | +14.0% | -8.8% |
| 3M | +5.7% | -11.5% | +17.2% | +6.0% |
| 6M | +11.0% | -14.9% | +25.9% | +12.2% |
| YTD | +0.9% | +2.4% | -1.5% | +4.4% |
| 1Y | -1.6% | -49.8% | +48.2% | -3.9% |
| 3Y | +64.5% | -95.8% | +160.3% | +46.9% |
| All | +100.1% | -97.2% | +197.2% | +89.7% |
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