-95.5%
TSLQ vs BB
+66.7%
-162.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -0.6% |
| 7D | -8.0% | +1.8% | -9.8% | -7.0% |
| 30D | -23.8% | -12.2% | -11.6% | -27.6% |
| 3M | -7.0% | -12.3% | +5.3% | -8.0% |
| 6M | -17.1% | +122.7% | -139.8% | +33.1% |
| YTD | +0.1% | +104.5% | -104.4% | +55.2% |
| 1Y | -51.2% | +106.7% | -157.9% | -21.6% |
| All | -95.5% | +66.7% | -162.1% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling