-97.0%
TSLQ vs BUD
+58.0%
-154.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | -5.8% | +0.3% | -6.1% | -5.7% |
| 30D | -22.1% | -5.7% | -16.4% | -23.3% |
| 3M | +10.1% | +3.1% | +6.9% | +11.3% |
| 6M | -6.8% | +7.9% | -14.6% | -3.3% |
| YTD | +8.5% | +27.3% | -18.8% | +19.9% |
| 1Y | -49.7% | +37.8% | -87.5% | -42.7% |
| 3Y | -95.6% | +49.8% | -145.5% | -94.7% |
| All | -97.0% | +58.0% | -154.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling