+44.2%
BA vs TSLQ
-97.0%
+141.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 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% | +2.1% |
| 1Y | -8.0% | -49.7% | +41.7% | -10.5% |
| 3Y | -5.0% | -95.6% | +90.6% | -17.4% |
| All | +44.2% | -97.0% | +141.3% | +36.5% |
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