-33.4%
BAX vs TSLQ
-95.6%
+62.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.1% | -8.0% | +2.9% | -5.4% |
| 30D | -12.2% | -23.8% | +11.6% | -13.2% |
| 3M | +21.8% | -7.0% | +28.8% | +22.2% |
| 6M | +36.3% | -17.1% | +53.4% | +36.5% |
| YTD | +27.8% | +0.1% | +27.8% | +29.5% |
| 1Y | -0.1% | -51.2% | +51.1% | -1.4% |
| All | -33.4% | -95.6% | +62.3% | -35.7% |
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