-97.2%
TSLQ vs BNS
+103.3%
-200.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.8% |
| 7D | -8.0% | -1.3% | -6.7% | -9.3% |
| 30D | -23.8% | +4.0% | -27.8% | -19.8% |
| 3M | -7.0% | +13.8% | -20.8% | +12.5% |
| 6M | -17.1% | +32.7% | -49.8% | +24.8% |
| YTD | +0.1% | +27.6% | -27.5% | +44.7% |
| 1Y | -51.2% | +47.4% | -98.6% | -15.4% |
| 3Y | -95.9% | +129.0% | -224.9% | -86.8% |
| All | -97.2% | +103.3% | -200.5% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling