-97.2%
TSLQ vs BB
+38.8%
-136.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.2% | -10.2% | -6.9% |
| 7D | -8.6% | +0.5% | -9.1% | -8.2% |
| 30D | -24.9% | -12.4% | -12.5% | -28.7% |
| 3M | -1.5% | -15.3% | +13.8% | -3.7% |
| 6M | -18.1% | +128.8% | -146.8% | +32.5% |
| YTD | -0.1% | +107.7% | -107.8% | +55.3% |
| 1Y | -51.4% | +103.9% | -155.3% | -22.7% |
| 3Y | -95.9% | +72.6% | -168.5% | -92.3% |
| All | -97.2% | +38.8% | -136.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling