NEW YORK -- Masahiro Tanaka was pacing around the mound during a laborious fourth inning on Sunday, seemingly stalling for time. He was searching for the correct combination of grip and mechanics that accompany his trademark splitter, a weapon that he believed would allow him to silence the heart of the White Sox batting order.

Tanaka had continued a strong opening act to his campaign by cruising through three innings, but two hits and two walks in the fourth dented the hurler's confidence. He tried the splitter once more and Tim Anderson belted it over the right-field wall for the infielder's first career grand slam, a blow the Yankees were unable to recover from in Sunday's 5-2 loss.

"Obviously, it wasn't coming out of the hand right," Tanaka said through an interpreter. "It's not just today; it's been like that for a little bit. I think it comes down to the mechanics, but I definitely need to make some adjustments so it is an effective pitch. It makes life harder when you don't have the splitter, and on top of that, you don't have your other pitches."

Tanaka had owned a razor-sharp 1.47 ERA through his first three starts, and the Yankees appeared on track for a series victory when he struck out five of the first seven White Sox, combined with early run-scoring hits from Luke Voit and Aaron Judge. Instead, the Yankees lost their third straight home series to open the season, the first time they have done so since 1982.

"It's not what any of us thought in this locker room, especially in April," Voit said. "We've got to pick our heads up, tie our shoes a little tighter and get ready to go, because these games do count. Even though it's April, we should have a lot better record than what we [have]."

The schedule-makers granted the Yankees what many saw as a soft opening, with the Orioles, Tigers and White Sox arriving as the first visitors to stash their belongings on the third-base side of Yankee Stadium. Injuries and underperformance have prevented the Bombers from fattening their record, with just six wins to show through 15 contests.

"You can't take any team lightly, even based on what the team did last year, where they finished or where they're at," Judge said. "Anytime a team comes into Yankee Stadium, they're going to give you their 'A' game. We've noticed that. People are coming after us. We've got to keep the intensity up and play our game."

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Following an off-day on Monday, the Red Sox will be next on the docket, marking the first time that the rivals will have seen each other since the American League Division Series. The Red Sox (6-10) have had early struggles as well, and both teams are chasing the Rays (12-4) in the standings.

"We walk in that room with high expectations, and that hasn’t wavered," manager Aaron Boone said. "We've got to keep grinding away right now, when it's a little bit difficult for us and we are dealing with adversity. But from a mindset standpoint, the guys are in a good place and the expectation is we’re going to come and beat you up every day. That's what we will continue to have."

The Yankees have held leads in eight of their losses, including twice this weekend. Facing Carlos Rodon in the first inning on Sunday, Judge worked a one-out walk and scored on Voit's run-scoring double toward the wall in right-center field, a knock that extended Voit's on-base streak to a career-high 26 games.

Two innings later, Judge laced an RBI single down the right-field line, with third-base coach Phil Nevin aggressively waving home Mike Tauchman. Gleyber Torres followed Judge's hit with another single, but Rodon clamped the bats there, retiring the final 11 Yankees he faced.

"Rodon’s stuff was pretty good today," Voit said. "Still, I feel like he had too many 1-2-3 innings. We really didn’t have too many guys on base. He was attacking the zone; we really couldn’t draw any walks or anything."

Meanwhile, Tanaka was unable to shake Anderson's slam. He opened the fifth inning by permitting a double, single and walk, leaving a bases-loaded mess for reliever Luis Cessa. Boone said that he recognized Tanaka did not have his good splitter, but viewed it more as a one-off.

"I thought they did a really good job, even in two-strike counts, of laying off where you normally see chases, where Masa will chase you out of the zone with the splitter and the slider," Boone said.

Jose Abreu lifted a sacrifice fly, with Judge taking away a potential extra-base hit -- one of two deft defensive plays by Judge, who also threw out Yoan Moncada stretching a single in the fourth. Cessa was able to limit the damage there, but the Yankees managed only one hit against a quartet of Chicago relievers.

"We weren't able to capitalize like we should -- like this team knows we can," Judge said. "We came up short this series."