-97.2%
TSLQ vs BG
+63.8%
-161.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.4% | -12.3% | -6.3% |
| 7D | -8.6% | +2.4% | -10.9% | -7.6% |
| 30D | -24.9% | +15.0% | -39.9% | -20.5% |
| 3M | -1.5% | -0.7% | -0.9% | -2.4% |
| 6M | -18.1% | +7.5% | -25.6% | -15.7% |
| YTD | -0.1% | +41.6% | -41.7% | +18.9% |
| 1Y | -51.4% | +50.7% | -102.0% | -39.8% |
| 3Y | -95.9% | +20.3% | -116.2% | -94.7% |
| All | -97.2% | +63.8% | -161.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling