+4.6%
TSLQ vs BRKR
+47.8%
-43.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -9.0% | +30.7% | +18.6% |
| 7D | +32.9% | -6.4% | +39.3% | +30.1% |
| 30D | +15.4% | -4.0% | +19.4% | +14.8% |
| 3M | -23.7% | +10.7% | -34.4% | -19.7% |
| 6M | -10.1% | +53.0% | -63.1% | +16.3% |
| YTD | +6.3% | +23.6% | -17.3% | +30.9% |
| 1Y | +4.6% | +45.0% | -40.5% | +34.5% |
| All | +4.6% | +47.8% | -43.2% | +34.5% |
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