-55.7%
BAX vs TSLQ
-97.9%
+42.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -2.5% |
| 7D | +0.4% | -26.6% | +26.9% | -1.1% |
| 30D | +3.4% | -17.5% | +20.9% | +2.7% |
| 3M | -4.5% | -41.7% | +37.2% | -6.6% |
| 6M | +44.0% | -16.9% | +60.9% | +44.5% |
| YTD | +34.9% | -21.9% | +56.8% | +35.6% |
| 1Y | +37.9% | -32.5% | +70.4% | +37.9% |
| 3Y | -17.1% | -97.2% | +80.1% | -23.9% |
| All | -55.7% | -97.9% | +42.1% | -56.6% |
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