-21.0%
TSLQ vs BB
+88.0%
-109.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.0% | -0.5% | +9.5% |
| 7D | +9.8% | -6.8% | +16.6% | +6.2% |
| 30D | -6.0% | -3.5% | -2.5% | -6.0% |
| 3M | -35.0% | -1.2% | -33.8% | -33.2% |
| 6M | -24.9% | +57.0% | -81.9% | -6.2% |
| YTD | -12.7% | +131.1% | -143.8% | +39.3% |
| 1Y | -21.0% | +87.6% | -108.6% | +8.7% |
| All | -21.0% | +88.0% | -109.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling