-43.6%
TSLQ vs BTG
+25.2%
-68.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -6.6% | -3.8% | -2.8% | -8.1% |
| 30D | -24.3% | +3.6% | -27.9% | -22.5% |
| 3M | -3.6% | +32.0% | -35.6% | +11.0% |
| 6M | -12.0% | +3.4% | -15.3% | -3.0% |
| YTD | +1.4% | +20.8% | -19.4% | +20.0% |
| 1Y | -43.6% | +22.4% | -66.0% | -19.7% |
| All | -43.6% | +25.2% | -68.8% | -19.7% |
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