-95.4%
TSLQ vs BTG
+94.8%
-190.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -6.6% | -3.8% | -2.8% | -7.6% |
| 30D | -24.3% | +3.6% | -27.9% | -23.2% |
| 3M | -3.6% | +32.0% | -35.6% | +5.7% |
| 6M | -12.0% | +3.4% | -15.3% | -5.9% |
| YTD | +1.4% | +20.8% | -19.4% | +12.1% |
| 1Y | -43.6% | +22.4% | -66.0% | -36.2% |
| 3Y | -95.4% | +91.7% | -187.1% | -94.0% |
| All | -95.4% | +94.8% | -190.2% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling