-97.7%
TSLQ vs BUD
+66.7%
-164.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +4.0% |
| 7D | -16.8% | +1.0% | -17.9% | -16.6% |
| 30D | -18.0% | +6.7% | -24.6% | -16.6% |
| 3M | -34.5% | +5.7% | -40.2% | -33.4% |
| 6M | -8.9% | +5.8% | -14.7% | -7.4% |
| YTD | -19.0% | +34.4% | -53.4% | -9.2% |
| 1Y | -38.2% | +33.3% | -71.5% | -31.0% |
| 3Y | -96.9% | +48.8% | -145.7% | -96.3% |
| All | -97.7% | +66.7% | -164.5% | -97.0% |
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 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