+4.0%
BMY vs TSLQ
-97.3%
+101.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.0% | +4.8% | -3.3% |
| 7D | -3.3% | -8.6% | +5.2% | -3.4% |
| 30D | 0.0% | -24.9% | +24.8% | -0.2% |
| 3M | +17.7% | -1.5% | +19.2% | +17.7% |
| 6M | +9.6% | -18.1% | +27.7% | +9.5% |
| YTD | +24.0% | -0.1% | +24.1% | +24.1% |
| 1Y | +45.1% | -51.4% | +96.5% | +44.8% |
| 3Y | +22.5% | -95.9% | +118.4% | +22.8% |
| All | +4.0% | -97.3% | +101.2% | +6.8% |
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