-97.2%
TSLQ vs BR
+26.2%
-123.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | 0.0% |
| 7D | -8.0% | -5.0% | -3.0% | -10.7% |
| 30D | -23.8% | -2.5% | -21.3% | -24.5% |
| 3M | -7.0% | +13.5% | -20.5% | +0.2% |
| 6M | -17.1% | -9.4% | -7.7% | -26.3% |
| YTD | +0.1% | -23.3% | +23.3% | -24.8% |
| 1Y | -51.2% | -31.6% | -19.6% | -67.7% |
| 3Y | -95.9% | -5.1% | -90.8% | -95.9% |
| All | -97.2% | +26.2% | -123.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling