+87.2%
BAC vs TSLQ
-97.8%
+184.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.7% | -0.5% |
| 7D | -1.9% | -7.3% | +5.5% | -2.1% |
| 30D | -7.2% | -13.2% | +6.1% | -7.8% |
| 3M | -20.4% | -37.6% | +17.2% | -22.7% |
| 6M | +1.3% | -9.3% | +10.6% | +2.7% |
| YTD | -6.4% | -19.1% | +12.7% | -5.1% |
| 1Y | -3.5% | -27.2% | +23.7% | -2.6% |
| 3Y | +96.7% | -97.1% | +193.8% | +68.5% |
| All | +87.2% | -97.8% | +184.9% | +71.5% |
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 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