+96.3%
ACHR vs TSLQ
-97.3%
+193.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.0% | +10.1% | -0.3% |
| 7D | +4.9% | -8.6% | +13.4% | +2.5% |
| 30D | +4.3% | -24.9% | +29.2% | -2.6% |
| 3M | +1.7% | -1.5% | +3.3% | +7.3% |
| 6M | -6.9% | -18.1% | +11.2% | -3.1% |
| YTD | -22.5% | -0.1% | -22.4% | -12.7% |
| 1Y | -31.5% | -51.4% | +19.9% | -34.0% |
| 3Y | -14.4% | -95.9% | +81.5% | -32.4% |
| All | +96.3% | -97.3% | +193.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling