+84.8%
BTI vs TSLQ
-97.3%
+182.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | -8.0% | +5.6% | -2.4% |
| 30D | -4.8% | -23.8% | +19.0% | -4.9% |
| 3M | -8.1% | -7.0% | -1.1% | -8.1% |
| 6M | -4.2% | -17.1% | +12.9% | -4.1% |
| YTD | -1.3% | +0.1% | -1.4% | -1.1% |
| 1Y | +2.1% | -51.2% | +53.3% | +2.0% |
| 3Y | +108.9% | -95.9% | +204.8% | +103.8% |
| All | +84.8% | -97.3% | +182.1% | +90.9% |
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