+61.2%
BROS vs TSLQ
-95.5%
+156.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.1% |
| 7D | -6.1% | +5.7% | -11.7% | -5.3% |
| 30D | -12.4% | -21.1% | +8.7% | -14.7% |
| 3M | -27.9% | -11.5% | -16.4% | -27.7% |
| 6M | -16.8% | -14.9% | -1.9% | -16.0% |
| YTD | -29.0% | +2.4% | -31.5% | -25.9% |
| 1Y | -33.2% | -49.8% | +16.6% | -36.4% |
| All | +61.2% | -95.5% | +156.8% | +54.4% |
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