-97.2%
TSLQ vs BG
+61.9%
-159.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.7% |
| 7D | -6.6% | +3.1% | -9.7% | -5.3% |
| 30D | -24.3% | +10.2% | -34.5% | -21.3% |
| 3M | -3.6% | -1.7% | -1.9% | -4.7% |
| 6M | -12.0% | +1.0% | -12.9% | -12.2% |
| YTD | +1.4% | +39.9% | -38.5% | +20.1% |
| 1Y | -43.6% | +53.2% | -96.8% | -29.2% |
| 3Y | -95.4% | +16.3% | -111.7% | -94.1% |
| All | -97.2% | +61.9% | -159.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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