+21.5%
BTDR vs TSLQ
-97.3%
+118.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.6% |
| 7D | +14.8% | -8.0% | +22.8% | +12.2% |
| 30D | +41.8% | -23.8% | +65.6% | +32.0% |
| 3M | -29.2% | -7.0% | -22.2% | -25.5% |
| 6M | +66.2% | -17.1% | +83.3% | +77.4% |
| YTD | +10.0% | +0.1% | +9.9% | +28.1% |
| 1Y | -11.0% | -51.2% | +40.2% | -11.2% |
| 3Y | +6.9% | -95.9% | +102.9% | -4.5% |
| All | +21.5% | -97.3% | +118.7% | +9.0% |
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