-49.7%
TSLQ vs BTG
+38.4%
-88.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.4% | +13.4% | +11.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | -22.1% | +36.8% | -58.9% | -9.2% |
| 3M | +10.1% | +23.1% | -13.1% | +24.5% |
| 6M | -6.8% | +3.5% | -10.2% | +3.3% |
| YTD | +8.5% | +25.5% | -17.0% | +31.4% |
| 1Y | -49.7% | +40.1% | -89.8% | -32.7% |
| All | -49.7% | +38.4% | -88.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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