-31.0%
ACI vs TSLQ
-97.3%
+66.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.0% | +4.7% | -3.4% |
| 7D | -2.6% | -8.6% | +6.0% | -2.7% |
| 30D | +1.1% | -24.9% | +26.0% | +0.8% |
| 3M | -23.6% | -1.5% | -22.1% | -23.6% |
| 6M | -29.9% | -18.1% | -11.9% | -29.9% |
| YTD | -26.9% | -0.1% | -26.7% | -26.7% |
| 1Y | -34.2% | -51.4% | +17.1% | -34.3% |
| 3Y | -43.6% | -95.9% | +52.3% | -44.5% |
| All | -31.0% | -97.3% | +66.3% | -27.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling