+65.5%
BX vs TSLQ
-97.2%
+162.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.3% |
| 7D | -5.6% | -6.6% | +1.0% | -6.5% |
| 30D | -12.2% | -24.3% | +12.1% | -15.2% |
| 3M | +7.4% | -3.6% | +11.0% | +9.3% |
| 6M | +22.2% | -12.0% | +34.1% | +24.6% |
| YTD | -14.0% | +1.4% | -15.4% | -9.5% |
| 1Y | -27.3% | -43.6% | +16.3% | -28.9% |
| 3Y | +24.5% | -95.4% | +119.9% | +4.6% |
| All | +65.5% | -97.2% | +162.8% | +40.7% |
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 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