+2.5%
BMY vs TSLQ
-97.2%
+99.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -6.4% | +5.7% | -12.1% | -6.3% |
| 30D | +0.2% | -21.1% | +21.3% | +0.1% |
| 3M | +16.0% | -11.5% | +27.5% | +15.8% |
| 6M | +8.3% | -14.9% | +23.2% | +8.2% |
| YTD | +22.2% | +2.4% | +19.8% | +22.3% |
| 1Y | +41.7% | -49.8% | +91.5% | +41.4% |
| 3Y | +20.7% | -95.8% | +116.5% | +21.0% |
| All | +2.5% | -97.2% | +99.7% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling