-28.7%
ACI vs TSLQ
-97.0%
+68.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | -0.2% |
| 7D | +0.2% | -5.8% | +5.9% | +0.1% |
| 30D | +5.9% | -22.1% | +28.0% | +5.6% |
| 3M | -19.8% | +10.1% | -29.8% | -19.6% |
| 6M | -24.7% | -6.8% | -18.0% | -24.6% |
| YTD | -24.4% | +8.5% | -32.9% | -24.2% |
| 1Y | -31.5% | -49.7% | +18.2% | -31.5% |
| 3Y | -38.7% | -95.6% | +57.0% | -39.6% |
| All | -28.7% | -97.0% | +68.4% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling