+87.9%
ACHR vs TSLQ
-97.2%
+185.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.1% |
| 7D | -2.3% | -6.6% | +4.3% | -4.2% |
| 30D | -11.3% | -24.3% | +13.0% | -17.1% |
| 3M | +5.3% | -3.6% | +8.9% | +9.6% |
| 6M | -13.2% | -12.0% | -1.3% | -7.7% |
| YTD | -25.8% | +1.4% | -27.2% | -16.1% |
| 1Y | -34.3% | -43.6% | +9.3% | -33.9% |
| 3Y | -19.9% | -95.4% | +75.5% | -32.9% |
| All | +87.9% | -97.2% | +185.1% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling