+50.3%
BP vs TSLQ
-97.0%
+147.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +1.0% |
| 7D | +3.8% | -16.8% | +20.7% | +3.4% |
| 30D | -5.3% | -18.0% | +12.7% | -5.6% |
| 3M | +9.3% | -34.5% | +43.7% | +8.4% |
| 6M | +7.2% | -8.9% | +16.1% | +7.8% |
| YTD | +38.0% | -19.0% | +57.0% | +39.0% |
| 1Y | +33.2% | -38.2% | +71.4% | +32.6% |
| 3Y | +50.3% | -96.9% | +147.2% | +40.0% |
| All | +50.3% | -97.0% | +147.3% | +40.0% |
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