+32.8%
BROS vs TSLQ
-97.0%
+129.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +7.0% |
| 7D | +6.3% | -16.8% | +23.2% | +3.8% |
| 30D | -8.3% | -18.0% | +9.6% | -9.4% |
| 3M | -29.8% | -34.5% | +4.7% | -32.3% |
| 6M | -25.8% | -8.9% | -16.9% | -23.7% |
| YTD | -41.4% | -19.0% | -22.4% | -39.7% |
| 1Y | -35.2% | -38.2% | +3.0% | -35.7% |
| 3Y | +32.8% | -96.9% | +129.7% | +18.8% |
| All | +32.8% | -97.0% | +129.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling