-89.6%
TSLQ vs BIYA
-99.9%
+10.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.7% |
| 3M | -34.5% | -54.7% | +20.2% | -33.7% |
| 6M | -8.9% | -85.1% | +76.1% | -7.8% |
| YTD | -19.0% | -96.9% | +77.9% | -17.5% |
| 1Y | -38.2% | -98.5% | +60.3% | -36.2% |
| All | -89.6% | -99.9% | +10.2% | -88.5% |
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