-95.9%
TSLQ vs BUD
+48.7%
-144.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -8.1% |
| 7D | -8.6% | +0.8% | -9.3% | -8.4% |
| 30D | -24.9% | -4.8% | -20.1% | -25.6% |
| 3M | -1.5% | +1.4% | -2.9% | -1.0% |
| 6M | -18.1% | +9.9% | -27.9% | -15.1% |
| YTD | -0.1% | +26.3% | -26.5% | +8.2% |
| 1Y | -51.4% | +36.1% | -87.5% | -46.1% |
| 3Y | -95.9% | +48.6% | -144.5% | -95.3% |
| All | -95.9% | +48.7% | -144.6% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling