+130.5%
BAC vs TSLQ
-97.3%
+227.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -1.1% |
| 7D | +1.2% | -8.6% | +9.7% | +0.6% |
| 30D | -0.7% | -24.9% | +24.2% | -2.7% |
| 3M | +16.9% | -1.5% | +18.4% | +18.3% |
| 6M | +29.6% | -18.1% | +47.7% | +30.0% |
| YTD | +15.3% | -0.1% | +15.4% | +18.1% |
| 1Y | +28.8% | -51.4% | +80.2% | +25.1% |
| 3Y | +136.4% | -95.9% | +232.3% | +109.3% |
| All | +130.5% | -97.3% | +227.7% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling