+433.9%
BTSG vs TSLQ
-96.7%
+530.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | -3.3% | -6.6% | +3.3% | -3.9% |
| 30D | -1.6% | -24.3% | +22.7% | -4.1% |
| 3M | -6.9% | -3.6% | -3.3% | -5.7% |
| 6M | +42.1% | -12.0% | +54.1% | +44.6% |
| YTD | +56.8% | +1.4% | +55.4% | +62.9% |
| 1Y | +109.8% | -43.6% | +153.4% | +108.8% |
| All | +433.9% | -96.7% | +530.6% | +346.8% |
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 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