-49.7%
TSLQ vs HBM
+123.0%
-172.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.4% |
| 7D | -5.8% | -6.4% | +0.6% | -9.1% |
| 30D | -22.1% | +5.9% | -28.0% | -18.5% |
| 3M | +10.1% | -8.9% | +19.0% | +14.2% |
| 6M | -6.8% | +10.7% | -17.4% | +12.1% |
| YTD | +8.5% | +38.3% | -29.7% | +55.7% |
| 1Y | -49.7% | +121.3% | -171.1% | +3.2% |
| All | -49.7% | +123.0% | -172.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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