+3.1%
BTDR vs TSLQ
-50.5%
+53.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.0% | -8.0% | +9.4% |
| 7D | +20.0% | -5.8% | +25.7% | +18.0% |
| 30D | +11.9% | -22.1% | +34.0% | +2.5% |
| 3M | -36.9% | +10.1% | -47.0% | -26.9% |
| 6M | +56.5% | -6.8% | +63.3% | +76.6% |
| YTD | +10.4% | +8.5% | +1.9% | +37.3% |
| 1Y | +3.1% | -49.7% | +52.8% | -3.3% |
| All | +3.1% | -50.5% | +53.6% | -3.3% |
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