-97.2%
TSLQ vs BBIO
+628.0%
-725.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -6.6% | -3.2% | -3.4% | -7.2% |
| 30D | -24.3% | -13.6% | -10.7% | -26.7% |
| 3M | -3.6% | +7.2% | -10.9% | -1.4% |
| 6M | -12.0% | +1.5% | -13.4% | -10.4% |
| YTD | +1.4% | -5.3% | +6.7% | +2.6% |
| 1Y | -43.6% | +37.7% | -81.3% | -37.3% |
| 3Y | -95.4% | +153.9% | -249.3% | -93.7% |
| All | -97.2% | +628.0% | -725.2% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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