+426.2%
BTSG vs TSLQ
-96.7%
+522.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -6.4% |
| 7D | -5.8% | +5.7% | -11.5% | -5.1% |
| 30D | 0.0% | -21.1% | +21.1% | -2.2% |
| 3M | -4.5% | -11.5% | +7.0% | -4.1% |
| 6M | +40.0% | -14.9% | +54.9% | +42.0% |
| YTD | +54.6% | +2.4% | +52.1% | +60.7% |
| 1Y | +106.1% | -49.8% | +155.9% | +102.8% |
| All | +426.2% | -96.7% | +522.9% | +340.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling