-97.1%
TSLQ vs BAH
-8.0%
-89.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +3.6% |
| 7D | +5.7% | +2.4% | +3.2% | +6.4% |
| 30D | -21.1% | -2.9% | -18.1% | -21.4% |
| 3M | -11.5% | -1.3% | -10.2% | -12.4% |
| 6M | -14.9% | -0.9% | -14.0% | -15.7% |
| YTD | +2.4% | -8.2% | +10.7% | -0.3% |
| 1Y | -49.8% | -24.0% | -25.8% | -54.2% |
| 3Y | -95.8% | -28.1% | -67.7% | -96.2% |
| All | -97.1% | -8.0% | -89.1% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling