+66.8%
BN vs TSLQ
-95.5%
+162.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -0.9% |
| 7D | -5.9% | +5.7% | -11.5% | -5.1% |
| 30D | -15.1% | -21.1% | +6.0% | -17.0% |
| 3M | -14.6% | -11.5% | -3.1% | -14.3% |
| 6M | -8.4% | -14.9% | +6.5% | -7.3% |
| YTD | -16.8% | +2.4% | -19.2% | -13.2% |
| 1Y | -14.4% | -49.8% | +35.4% | -16.7% |
| All | +66.8% | -95.5% | +162.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling