-21.8%
ACHR vs TSLQ
-95.5%
+73.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.3% |
| 7D | -5.4% | +5.7% | -11.1% | -3.6% |
| 30D | -19.7% | -21.1% | +1.4% | -23.5% |
| 3M | +7.9% | -11.5% | +19.4% | +9.6% |
| 6M | -13.8% | -14.9% | +1.1% | -9.5% |
| YTD | -27.5% | +2.4% | -29.9% | -18.7% |
| 1Y | -33.9% | -49.8% | +15.8% | -35.1% |
| All | -21.8% | -95.5% | +73.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling