-34.8%
BROS vs TSLQ
-50.5%
+15.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | +1.2% |
| 7D | -6.7% | -5.8% | -0.9% | -6.8% |
| 30D | -29.1% | -22.1% | -7.0% | -29.7% |
| 3M | -16.7% | +10.1% | -26.8% | -15.8% |
| 6M | -11.6% | -6.8% | -4.8% | -11.4% |
| YTD | -23.9% | +8.5% | -32.4% | -23.6% |
| 1Y | -34.8% | -49.7% | +14.9% | -30.1% |
| All | -34.8% | -50.5% | +15.7% | -30.1% |
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