-97.2%
TSLQ vs BUD
+56.7%
-154.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -8.2% |
| 7D | -8.6% | +0.8% | -9.3% | -8.3% |
| 30D | -24.9% | -4.8% | -20.1% | -25.9% |
| 3M | -1.5% | +1.4% | -2.9% | -0.9% |
| 6M | -18.1% | +9.9% | -27.9% | -14.5% |
| YTD | -0.1% | +26.3% | -26.5% | +10.1% |
| 1Y | -51.4% | +36.1% | -87.5% | -44.9% |
| 3Y | -95.9% | +48.6% | -144.5% | -95.0% |
| All | -97.2% | +56.7% | -154.0% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling