+70.5%
BN vs TSLQ
-97.3%
+167.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -3.0% | -8.0% | +5.0% | -3.9% |
| 30D | -13.0% | -23.8% | +10.8% | -15.7% |
| 3M | -15.2% | -7.0% | -8.2% | -14.3% |
| 6M | -5.9% | -17.1% | +11.2% | -4.9% |
| YTD | -15.8% | +0.1% | -15.8% | -12.0% |
| 1Y | -12.2% | -51.2% | +39.0% | -15.3% |
| 3Y | +72.2% | -95.9% | +168.1% | +43.1% |
| All | +70.5% | -97.3% | +167.7% | +44.9% |
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