-97.7%
TSLQ vs HBM
+580.1%
-677.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.2% |
| 7D | -16.8% | +2.2% | -19.1% | -15.4% |
| 30D | -18.0% | -11.8% | -6.2% | -21.0% |
| 3M | -34.5% | -19.2% | -15.3% | -38.2% |
| 6M | -8.9% | -22.9% | +14.0% | -10.3% |
| YTD | -19.0% | +7.8% | -26.8% | -2.9% |
| 1Y | -38.2% | +34.9% | -73.1% | -16.7% |
| 3Y | -96.9% | +422.2% | -519.1% | -91.8% |
| All | -97.7% | +580.1% | -677.9% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling