-49.7%
TSLQ vs BUD
+36.8%
-86.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | -22.1% | -5.7% | -16.4% | -21.3% |
| 3M | +10.1% | +3.1% | +6.9% | +10.2% |
| 6M | -6.8% | +7.9% | -14.6% | -3.7% |
| YTD | +8.5% | +27.3% | -18.8% | +1.7% |
| 1Y | -49.7% | +37.8% | -87.5% | -58.0% |
| All | -49.7% | +36.8% | -86.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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