-32.7%
ACI vs TSLQ
-49.6%
+16.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.2% |
| 7D | -3.7% | -6.6% | +2.9% | -3.9% |
| 30D | +0.6% | -24.3% | +24.9% | -0.3% |
| 3M | -20.3% | -3.6% | -16.7% | -20.3% |
| 6M | -24.7% | -12.0% | -12.7% | -24.5% |
| YTD | -27.2% | +1.4% | -28.6% | -27.4% |
| 1Y | -32.7% | -43.6% | +10.8% | -31.2% |
| All | -32.7% | -49.6% | +16.9% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling