+21.5%
BX vs TSLQ
-95.5%
+117.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.5% |
| 7D | -8.9% | +5.7% | -14.6% | -8.2% |
| 30D | -14.8% | -21.1% | +6.3% | -16.8% |
| 3M | +6.9% | -11.5% | +18.4% | +7.4% |
| 6M | +16.3% | -14.9% | +31.2% | +17.8% |
| YTD | -16.1% | +2.4% | -18.5% | -12.2% |
| 1Y | -26.8% | -49.8% | +23.0% | -29.2% |
| All | +21.5% | -95.5% | +117.1% | +16.2% |
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