+119.9%
BP vs TSLQ
-97.2%
+217.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | +5.7% | +5.7% | +0.1% | +5.9% |
| 30D | +8.1% | -21.1% | +29.2% | +7.4% |
| 3M | +8.6% | -11.5% | +20.1% | +8.6% |
| 6M | +18.1% | -14.9% | +33.0% | +18.3% |
| YTD | +37.6% | +2.4% | +35.2% | +39.3% |
| 1Y | +39.4% | -49.8% | +89.2% | +37.2% |
| 3Y | +40.1% | -95.8% | +135.9% | +30.3% |
| All | +119.9% | -97.2% | +217.1% | +109.8% |
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 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