+39.4%
BP vs TSLQ
-49.1%
+88.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | +5.7% | +5.7% | +0.1% | +5.5% |
| 30D | +8.1% | -21.1% | +29.2% | +8.8% |
| 3M | +8.6% | -11.5% | +20.1% | +8.2% |
| 6M | +18.1% | -14.9% | +33.0% | +17.7% |
| YTD | +37.6% | +2.4% | +35.2% | +37.7% |
| 1Y | +39.4% | -49.8% | +89.2% | +37.5% |
| All | +39.4% | -49.1% | +88.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling