-86.1%
TSLQ vs BIYA
-99.8%
+13.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.7% | +13.7% | +12.0% |
| 7D | -5.8% | +1.3% | -7.1% | -5.8% |
| 30D | -22.1% | -21.0% | -1.1% | -21.7% |
| 3M | +10.1% | -74.3% | +84.4% | +11.3% |
| 6M | -6.8% | -84.6% | +77.9% | -6.5% |
| YTD | +8.5% | -94.2% | +102.7% | +9.7% |
| 1Y | -49.7% | -98.2% | +48.5% | -48.9% |
| All | -86.1% | -99.8% | +13.7% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling