-97.2%
TSLQ vs BR
+26.0%
-123.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.2% |
| 7D | -6.6% | -3.0% | -3.6% | -8.4% |
| 30D | -24.3% | -0.3% | -24.0% | -24.0% |
| 3M | -3.6% | +17.3% | -20.9% | +6.3% |
| 6M | -12.0% | -6.7% | -5.3% | -19.6% |
| YTD | +1.4% | -23.4% | +24.8% | -23.9% |
| 1Y | -43.6% | -32.7% | -10.9% | -63.3% |
| 3Y | -95.4% | -5.9% | -89.5% | -95.4% |
| All | -97.2% | +26.0% | -123.1% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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