-57.2%
BAX vs TSLQ
-97.3%
+40.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.2% | -4.2% |
| 7D | -2.4% | -8.6% | +6.1% | -2.8% |
| 30D | -9.7% | -24.9% | +15.2% | -10.9% |
| 3M | +29.3% | -1.5% | +30.8% | +30.1% |
| 6M | +40.7% | -18.1% | +58.7% | +40.9% |
| YTD | +30.3% | -0.1% | +30.4% | +32.1% |
| 1Y | +3.4% | -51.4% | +54.8% | +2.0% |
| 3Y | -32.0% | -95.9% | +63.9% | -36.5% |
| All | -57.2% | -97.3% | +40.0% | -57.8% |
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