+2.3%
BMY vs TSLQ
-97.2%
+99.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.8% | -6.6% | +1.8% | -4.8% |
| 30D | -0.1% | -24.3% | +24.2% | -0.3% |
| 3M | +13.1% | -3.6% | +16.7% | +13.1% |
| 6M | +8.4% | -12.0% | +20.4% | +8.3% |
| YTD | +22.0% | +1.4% | +20.6% | +22.1% |
| 1Y | +40.3% | -43.6% | +83.8% | +40.1% |
| 3Y | +20.5% | -95.4% | +115.9% | +21.0% |
| All | +2.3% | -97.2% | +99.5% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling