+131.5%
BAC vs TSLQ
-97.0%
+228.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | +0.9% |
| 7D | +1.1% | -5.8% | +6.9% | +0.8% |
| 30D | -0.4% | -22.1% | +21.7% | -2.1% |
| 3M | +16.9% | +10.1% | +6.9% | +19.4% |
| 6M | +26.6% | -6.8% | +33.4% | +28.4% |
| YTD | +15.8% | +8.5% | +7.3% | +19.5% |
| 1Y | +27.2% | -49.7% | +76.9% | +23.7% |
| 3Y | +132.4% | -95.6% | +228.0% | +106.6% |
| All | +131.5% | -97.0% | +228.5% | +115.8% |
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