-97.2%
TSLQ vs BTG
+100.9%
-198.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.5% |
| 7D | -8.0% | +2.4% | -10.4% | -7.3% |
| 30D | -23.8% | +9.5% | -33.3% | -21.8% |
| 3M | -7.0% | +38.5% | -45.5% | +2.0% |
| 6M | -17.1% | +5.6% | -22.8% | -11.7% |
| YTD | +0.1% | +23.9% | -23.9% | +9.8% |
| 1Y | -51.2% | +32.1% | -83.3% | -45.2% |
| 3Y | -95.9% | +103.2% | -199.1% | -94.9% |
| All | -97.2% | +100.9% | -198.1% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling