+26.5%
BAC vs TSLQ
-50.5%
+77.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -0.2% |
| 7D | +0.6% | -5.8% | +6.4% | +0.5% |
| 30D | -0.9% | -22.1% | +21.2% | -1.6% |
| 3M | +16.3% | +10.1% | +6.3% | +17.4% |
| 6M | +26.0% | -6.8% | +32.7% | +26.3% |
| YTD | +15.2% | +8.5% | +6.7% | +16.2% |
| 1Y | +26.5% | -49.7% | +76.2% | +27.2% |
| All | +26.5% | -50.5% | +77.0% | +27.2% |
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