-11.5%
BA vs TSLQ
-22.4%
+10.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -1.4% |
| 7D | -1.7% | +8.5% | -10.2% | -0.8% |
| 30D | -9.5% | -4.8% | -4.7% | -9.5% |
| 3M | -26.5% | -34.9% | +8.4% | -28.5% |
| 6M | -27.4% | -10.6% | -16.8% | -26.4% |
| YTD | -20.6% | -13.4% | -7.2% | -20.8% |
| All | -11.5% | -22.4% | +10.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling