+40.3%
BA vs TSLQ
-97.3%
+137.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.2% | -8.0% | +6.8% | -1.9% |
| 30D | -11.3% | -23.8% | +12.5% | -13.5% |
| 3M | -3.8% | -7.0% | +3.2% | -2.9% |
| 6M | -8.3% | -17.1% | +8.8% | -7.4% |
| YTD | -4.9% | +0.1% | -5.0% | -1.6% |
| 1Y | -10.1% | -51.2% | +41.1% | -12.7% |
| 3Y | -2.3% | -95.9% | +93.6% | -15.6% |
| All | +40.3% | -97.3% | +137.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling