-97.2%
TSLQ vs BBAI
-20.1%
-77.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | -6.6% | -1.7% | -4.9% | -6.7% |
| 30D | -24.3% | -12.0% | -12.3% | -24.8% |
| 3M | -3.6% | -30.7% | +27.1% | -5.3% |
| 6M | -12.0% | -30.7% | +18.7% | -12.5% |
| YTD | +1.4% | -46.9% | +48.2% | -0.4% |
| 1Y | -43.6% | -41.1% | -2.5% | -43.3% |
| 3Y | -95.4% | +65.9% | -161.3% | -94.9% |
| All | -97.2% | -20.1% | -77.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling