-49.7%
TSLQ vs BAH
-28.2%
-21.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.9% |
| 7D | -5.8% | -3.2% | -2.5% | -5.9% |
| 30D | -22.1% | +2.0% | -24.1% | -22.3% |
| 3M | +10.1% | -7.6% | +17.7% | +7.1% |
| 6M | -6.8% | -5.7% | -1.1% | -9.2% |
| YTD | +8.5% | -11.7% | +20.3% | +2.9% |
| 1Y | -49.7% | -27.4% | -22.4% | -58.9% |
| All | -49.7% | -28.2% | -21.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling