-97.2%
TSLQ vs BBAI
-21.2%
-76.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | -0.1% |
| 7D | -8.0% | -4.1% | -3.9% | -8.3% |
| 30D | -23.8% | -12.4% | -11.4% | -24.3% |
| 3M | -7.0% | -29.1% | +22.1% | -8.5% |
| 6M | -17.1% | -32.6% | +15.5% | -17.8% |
| YTD | +0.1% | -47.6% | +47.6% | -1.8% |
| 1Y | -51.2% | -41.0% | -10.1% | -51.0% |
| 3Y | -95.9% | +67.5% | -163.4% | -95.5% |
| All | -97.2% | -21.2% | -76.0% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded BBAI 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling