+68.4%
BN vs TSLQ
-97.2%
+165.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -14.6% | -11.5% | -3.1% | -14.3% |
| 6M | -8.4% | -14.9% | +6.5% | -7.1% |
| YTD | -16.8% | +2.4% | -19.2% | -12.8% |
| 1Y | -14.4% | -49.8% | +35.4% | -17.1% |
| 3Y | +70.1% | -95.8% | +165.9% | +41.8% |
| All | +68.4% | -97.2% | +165.6% | +43.6% |
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