+17.1%
BA vs TSLQ
-97.6%
+114.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -1.8% |
| 7D | -1.7% | +8.5% | -10.2% | -0.5% |
| 30D | -9.5% | -4.8% | -4.7% | -9.5% |
| 3M | -26.5% | -34.9% | +8.4% | -29.0% |
| 6M | -27.4% | -10.6% | -16.8% | -26.1% |
| YTD | -20.6% | -13.4% | -7.2% | -18.5% |
| 1Y | -11.4% | -25.9% | +14.5% | -10.2% |
| 3Y | -10.8% | -96.9% | +86.1% | -25.1% |
| All | +17.1% | -97.6% | +114.8% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling