+19.3%
BROS vs TSLQ
-97.2%
+116.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +0.9% |
| 7D | -5.8% | -6.6% | +0.8% | -6.7% |
| 30D | -14.0% | -24.3% | +10.3% | -17.2% |
| 3M | -32.5% | -3.6% | -28.9% | -31.4% |
| 6M | -14.9% | -12.0% | -2.9% | -13.5% |
| YTD | -28.3% | +1.4% | -29.7% | -24.8% |
| 1Y | -34.0% | -43.6% | +9.6% | -36.4% |
| 3Y | +63.0% | -95.4% | +158.4% | +35.7% |
| All | +19.3% | -97.2% | +116.5% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling