+468.7%
BTSG vs TSLQ
-96.8%
+565.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.0% | +11.0% | +2.1% |
| 7D | +5.7% | -8.6% | +14.3% | +5.0% |
| 30D | +0.2% | -24.9% | +25.1% | -2.5% |
| 3M | +5.6% | -1.5% | +7.2% | +7.4% |
| 6M | +50.8% | -18.1% | +68.9% | +52.2% |
| YTD | +67.0% | -0.1% | +67.2% | +73.2% |
| 1Y | +145.5% | -51.4% | +196.9% | +140.6% |
| All | +468.7% | -96.8% | +565.5% | +375.1% |
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