-97.2%
TSLQ vs BBAI
-18.7%
-78.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | -8.6% | -1.0% | -7.6% | -8.6% |
| 30D | -24.9% | -10.7% | -14.2% | -25.3% |
| 3M | -1.5% | -32.3% | +30.7% | -3.3% |
| 6M | -18.1% | -31.3% | +13.2% | -18.6% |
| YTD | -0.1% | -45.9% | +45.8% | -1.7% |
| 1Y | -51.4% | -40.0% | -11.3% | -51.1% |
| 3Y | -95.9% | +72.8% | -168.7% | -95.5% |
| All | -97.2% | -18.7% | -78.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling