-97.1%
TSLQ vs BB
+33.0%
-130.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +1.1% |
| 7D | +5.7% | -2.1% | +7.8% | +4.8% |
| 30D | -21.1% | -16.0% | -5.1% | -26.5% |
| 3M | -11.5% | -14.5% | +3.0% | -13.3% |
| 6M | -14.9% | +118.6% | -133.5% | +34.7% |
| YTD | +2.4% | +98.9% | -96.5% | +56.1% |
| 1Y | -49.8% | +99.5% | -149.2% | -21.0% |
| 3Y | -95.8% | +65.4% | -161.2% | -92.2% |
| All | -97.1% | +33.0% | -130.1% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling