-49.8%
TSLQ vs BB
+101.1%
-150.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +1.0% |
| 7D | +5.7% | -2.1% | +7.8% | +4.7% |
| 30D | -21.1% | -16.0% | -5.1% | -26.7% |
| 3M | -11.5% | -14.5% | +3.0% | -15.1% |
| 6M | -14.9% | +118.6% | -133.5% | +39.1% |
| YTD | +2.4% | +98.9% | -96.5% | +58.6% |
| 1Y | -49.8% | +99.5% | -149.2% | -25.8% |
| All | -49.8% | +101.1% | -150.8% | -25.8% |
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