-97.2%
TSLQ vs HBM
+822.5%
-919.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +5.8% | -13.7% | -5.2% |
| 7D | -8.6% | +7.4% | -15.9% | -5.0% |
| 30D | -24.9% | +5.1% | -29.9% | -22.2% |
| 3M | -1.5% | +11.1% | -12.6% | +9.7% |
| 6M | -18.1% | +30.2% | -48.3% | +3.0% |
| YTD | -0.1% | +46.2% | -46.3% | +34.5% |
| 1Y | -51.4% | +120.0% | -171.4% | -17.9% |
| 3Y | -95.9% | +527.4% | -623.3% | -88.0% |
| All | -97.2% | +822.5% | -919.7% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling