-97.2%
TSLQ vs BB
+35.3%
-132.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.2% |
| 7D | -6.6% | -0.4% | -6.2% | -6.6% |
| 30D | -24.3% | -12.5% | -11.8% | -28.2% |
| 3M | -3.6% | -17.4% | +13.8% | -7.3% |
| 6M | -12.0% | +119.1% | -131.1% | +39.5% |
| YTD | +1.4% | +102.4% | -101.0% | +55.8% |
| 1Y | -43.6% | +98.2% | -141.7% | -11.6% |
| 3Y | -95.4% | +46.9% | -142.3% | -92.0% |
| All | -97.2% | +35.3% | -132.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling