+17.8%
BTDR vs TSLQ
-97.2%
+115.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +3.4% |
| 7D | -3.4% | -6.6% | +3.2% | -5.4% |
| 30D | +32.6% | -24.3% | +56.9% | +23.3% |
| 3M | -32.2% | -3.6% | -28.6% | -28.2% |
| 6M | +52.4% | -12.0% | +64.3% | +66.0% |
| YTD | +6.7% | +1.4% | +5.3% | +24.9% |
| 1Y | -15.2% | -43.6% | +28.3% | -11.7% |
| 3Y | +14.9% | -95.4% | +110.3% | +3.4% |
| All | +17.8% | -97.2% | +115.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling