-28.4%
ACI vs TSLQ
-13.6%
-14.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.1% |
| 7D | -7.1% | +5.7% | -12.8% | -6.5% |
| 30D | -4.5% | -21.1% | +16.6% | -6.3% |
| 3M | -22.3% | -11.5% | -10.8% | -21.3% |
| 6M | -28.4% | -14.9% | -13.5% | -28.0% |
| All | -28.4% | -13.6% | -14.8% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling