+117.9%
BTSG vs TSLQ
-17.8%
+135.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | +0.6% |
| 7D | +17.4% | +9.8% | +7.6% | +18.6% |
| 30D | +12.6% | -6.0% | +18.6% | +12.0% |
| 3M | +11.2% | -35.0% | +46.2% | +6.4% |
| 6M | +30.4% | -24.9% | +55.3% | +30.0% |
| YTD | +86.4% | -12.7% | +99.0% | +92.6% |
| 1Y | +117.9% | -21.0% | +138.9% | +124.7% |
| All | +117.9% | -17.8% | +135.7% | +124.7% |
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