-55.6%
BAX vs TSLQ
-97.8%
+42.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.5% |
| 7D | +0.1% | -16.8% | +16.9% | -0.8% |
| 30D | +4.1% | -18.0% | +22.0% | +3.3% |
| 3M | -4.5% | -34.5% | +29.9% | -6.1% |
| 6M | +49.2% | -8.9% | +58.2% | +50.5% |
| YTD | +35.2% | -19.0% | +54.2% | +36.2% |
| 1Y | +38.3% | -38.2% | +76.5% | +37.6% |
| 3Y | -19.0% | -96.9% | +77.9% | -25.4% |
| All | -55.6% | -97.8% | +42.2% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling