+5.7%
BP vs TSLQ
-14.0%
+19.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.8% | +1.4% |
| 7D | +2.5% | -26.6% | +29.1% | +3.9% |
| 30D | -5.6% | -17.5% | +11.9% | -4.9% |
| 3M | +8.0% | -41.7% | +49.7% | +10.7% |
| 6M | +5.7% | -16.9% | +22.6% | +3.4% |
| All | +5.7% | -14.0% | +19.6% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling