+118.0%
BP vs TSLQ
-97.3%
+215.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | +8.4% | -7.0% | +15.4% | +8.6% |
| 6M | +15.1% | -17.1% | +32.2% | +15.1% |
| YTD | +36.4% | +0.1% | +36.4% | +38.0% |
| 1Y | +40.9% | -51.2% | +92.1% | +38.5% |
| 3Y | +38.8% | -95.9% | +134.8% | +29.1% |
| All | +118.0% | -97.3% | +215.2% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling