-49.7%
TSLQ vs BRKR
+100.6%
-150.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.5% |
| 7D | -5.8% | +2.5% | -8.3% | -4.8% |
| 30D | -22.1% | +11.5% | -33.6% | -18.9% |
| 3M | +10.1% | -2.4% | +12.4% | +12.6% |
| 6M | -6.8% | +52.3% | -59.1% | +19.5% |
| YTD | +8.5% | +24.5% | -15.9% | +29.8% |
| 1Y | -49.7% | +97.3% | -147.1% | -30.6% |
| All | -49.7% | +100.6% | -150.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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