-97.2%
TSLQ vs BNS
+106.2%
-203.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.2% |
| 7D | -6.6% | -0.4% | -6.2% | -7.2% |
| 30D | -24.3% | +3.5% | -27.8% | -20.9% |
| 3M | -3.6% | +14.1% | -17.7% | +16.7% |
| 6M | -12.0% | +33.8% | -45.7% | +34.1% |
| YTD | +1.4% | +29.5% | -28.1% | +49.4% |
| 1Y | -43.6% | +48.4% | -92.0% | -1.5% |
| 3Y | -95.4% | +129.6% | -225.0% | -85.0% |
| All | -97.2% | +106.2% | -203.4% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling