-87.2%
TSLQ vs BIYA
-99.8%
+12.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -8.0% | +2.7% | -10.7% | -8.1% |
| 30D | -23.8% | -16.7% | -7.1% | -23.5% |
| 3M | -7.0% | -74.6% | +67.6% | -5.9% |
| 6M | -17.1% | -85.4% | +68.3% | -16.8% |
| YTD | +0.1% | -94.2% | +94.2% | +1.2% |
| 1Y | -51.2% | -98.6% | +47.4% | -50.2% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling