+39.1%
BP vs TSLQ
-95.6%
+134.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +4.0% | -8.0% | +12.0% | +3.8% |
| 30D | +7.8% | -23.8% | +31.6% | +7.2% |
| 3M | +8.4% | -7.0% | +15.4% | +8.5% |
| 6M | +15.1% | -17.1% | +32.2% | +15.1% |
| YTD | +36.4% | +0.1% | +36.4% | +37.8% |
| 1Y | +40.9% | -51.2% | +92.1% | +38.7% |
| All | +39.1% | -95.6% | +134.7% | +26.7% |
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