-95.9%
TSLQ vs BAH
-32.1%
-63.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.0% | -8.2% |
| 7D | -8.6% | -4.3% | -4.2% | -9.6% |
| 30D | -24.9% | -4.5% | -20.4% | -25.6% |
| 3M | -1.5% | -7.6% | +6.1% | -4.4% |
| 6M | -18.1% | -10.6% | -7.5% | -21.7% |
| YTD | -0.1% | -12.6% | +12.5% | -4.4% |
| 1Y | -51.4% | -27.0% | -24.4% | -56.6% |
| 3Y | -95.9% | -31.5% | -64.4% | -96.4% |
| All | -95.9% | -32.1% | -63.8% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling