+17.1%
BRO vs TSLQ
-97.2%
+114.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -7.3% | -6.6% | -0.7% | -7.4% |
| 30D | -6.9% | -24.3% | +17.4% | -7.0% |
| 3M | +10.7% | -3.6% | +14.3% | +10.8% |
| 6M | -2.7% | -12.0% | +9.3% | -2.6% |
| YTD | -16.3% | +1.4% | -17.7% | -15.8% |
| 1Y | -29.1% | -43.6% | +14.5% | -29.7% |
| 3Y | -7.8% | -95.4% | +87.6% | -11.1% |
| All | +17.1% | -97.2% | +114.3% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling