-31.3%
ACI vs TSLQ
-97.2%
+65.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.2% |
| 7D | -3.7% | -6.6% | +2.9% | -3.8% |
| 30D | +0.6% | -24.3% | +24.9% | +0.3% |
| 3M | -20.3% | -3.6% | -16.7% | -20.2% |
| 6M | -24.7% | -12.0% | -12.7% | -24.5% |
| YTD | -27.2% | +1.4% | -28.6% | -27.1% |
| 1Y | -32.7% | -43.6% | +10.8% | -32.7% |
| 3Y | -43.9% | -95.4% | +51.5% | -44.5% |
| All | -31.3% | -97.2% | +65.9% | -27.9% |
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