+136.4%
BAC vs TSLQ
-95.6%
+232.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.5% |
| 7D | +0.6% | -8.0% | +8.6% | +0.1% |
| 30D | -1.4% | -23.8% | +22.4% | -3.0% |
| 3M | +15.7% | -7.0% | +22.8% | +16.5% |
| 6M | +32.2% | -17.1% | +49.3% | +32.7% |
| YTD | +15.8% | +0.1% | +15.7% | +18.4% |
| 1Y | +27.3% | -51.2% | +78.5% | +24.0% |
| All | +136.4% | -95.6% | +232.1% | +125.4% |
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 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