-38.2%
TSLQ vs BIYA
-98.3%
+60.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -16.8% | +9.0% | -25.9% | -17.0% |
| 30D | -18.0% | -12.9% | -5.0% | -17.8% |
| 3M | -34.5% | -54.7% | +20.2% | -33.7% |
| 6M | -8.9% | -85.1% | +76.1% | -6.9% |
| YTD | -19.0% | -96.9% | +77.9% | -19.7% |
| 1Y | -38.2% | -98.5% | +60.3% | -40.1% |
| All | -38.2% | -98.3% | +60.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling