-87.2%
TSLQ vs BIYA
-99.8%
+12.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | -8.6% | +2.7% | -11.3% | -8.6% |
| 30D | -24.9% | -18.7% | -6.2% | -24.5% |
| 3M | -1.5% | -72.0% | +70.5% | -0.5% |
| 6M | -18.1% | -86.4% | +68.3% | -17.7% |
| YTD | -0.1% | -94.2% | +94.1% | +1.0% |
| 1Y | -51.4% | -98.4% | +47.1% | -50.4% |
| All | -87.2% | -99.8% | +12.6% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling