-49.7%
TSLQ vs BNS
+50.5%
-100.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.1% | +10.3% |
| 7D | -5.8% | +1.5% | -7.3% | -3.4% |
| 30D | -22.1% | +6.0% | -28.0% | -15.3% |
| 3M | +10.1% | +16.3% | -6.3% | +42.0% |
| 6M | -6.8% | +27.3% | -34.1% | +44.5% |
| YTD | +8.5% | +28.5% | -20.0% | +69.1% |
| 1Y | -49.7% | +49.0% | -98.7% | -28.6% |
| All | -49.7% | +50.5% | -100.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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