-97.2%
TSLQ vs BAH
-12.3%
-84.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -8.0% | -1.3% | -6.7% | -8.3% |
| 30D | -23.8% | -6.6% | -17.2% | -24.9% |
| 3M | -7.0% | -7.2% | +0.1% | -9.4% |
| 6M | -17.1% | -10.0% | -7.1% | -20.3% |
| YTD | +0.1% | -12.5% | +12.5% | -3.8% |
| 1Y | -51.2% | -27.9% | -23.3% | -56.1% |
| 3Y | -95.9% | -31.4% | -64.5% | -96.4% |
| All | -97.2% | -12.3% | -84.9% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling