-33.5%
ACI vs TSLQ
-97.2%
+63.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.2% |
| 7D | -7.1% | +5.7% | -12.8% | -7.0% |
| 30D | -4.5% | -21.1% | +16.6% | -4.7% |
| 3M | -22.3% | -11.5% | -10.8% | -22.2% |
| 6M | -28.4% | -14.9% | -13.5% | -28.3% |
| YTD | -29.5% | +2.4% | -31.9% | -29.3% |
| 1Y | -34.2% | -49.8% | +15.5% | -34.3% |
| 3Y | -45.7% | -95.8% | +50.2% | -46.5% |
| All | -33.5% | -97.2% | +63.7% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling