+22.2%
BROS vs TSLQ
-97.3%
+119.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -6.6% | -8.0% | +1.4% | -7.7% |
| 30D | -12.3% | -23.8% | +11.4% | -15.6% |
| 3M | -22.2% | -7.0% | -15.2% | -21.3% |
| 6M | -14.3% | -17.1% | +2.8% | -13.8% |
| YTD | -26.6% | +0.1% | -26.6% | -23.2% |
| 1Y | -31.5% | -51.2% | +19.7% | -35.6% |
| 3Y | +62.3% | -95.9% | +158.2% | +30.1% |
| All | +22.2% | -97.3% | +119.5% | +5.5% |
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