-3.5%
BRO vs TSLQ
-0.4%
-3.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +21.8% | -21.1% | -1.3% |
| 7D | +9.9% | +32.9% | -23.0% | +6.9% |
| 30D | +22.3% | +15.4% | +7.0% | +20.3% |
| 3M | +5.3% | -23.7% | +29.0% | +6.7% |
| 6M | +30.3% | -10.1% | +40.4% | +27.9% |
| YTD | -5.7% | +6.3% | -12.1% | -7.3% |
| 1Y | -3.5% | +4.6% | -8.0% | -5.2% |
| All | -3.5% | -0.4% | -3.1% | -5.2% |
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