+69.1%
BN vs TSLQ
-97.2%
+166.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.3% |
| 7D | -5.2% | -6.6% | +1.4% | -6.0% |
| 30D | -14.5% | -24.3% | +9.8% | -17.2% |
| 3M | -15.0% | -3.6% | -11.4% | -13.7% |
| 6M | -5.4% | -12.0% | +6.5% | -3.6% |
| YTD | -16.4% | +1.4% | -17.8% | -12.5% |
| 1Y | -16.2% | -43.6% | +27.3% | -17.6% |
| 3Y | +67.5% | -95.4% | +162.9% | +43.0% |
| All | +69.1% | -97.2% | +166.3% | +44.1% |
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