-1.8%
BA vs TSLQ
-95.6%
+93.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +2.1% |
| 7D | +1.2% | -5.8% | +6.9% | +0.7% |
| 30D | -11.6% | -22.1% | +10.5% | -13.6% |
| 3M | -2.4% | +10.1% | -12.4% | +0.5% |
| 6M | -6.6% | -6.8% | +0.1% | -4.6% |
| YTD | -2.2% | +8.5% | -10.8% | +2.0% |
| 1Y | -8.0% | -49.7% | +41.7% | -10.5% |
| All | -1.8% | -95.6% | +93.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling