-24.7%
ACN vs TSLQ
-50.5%
+25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.3% | -3.3% |
| 7D | -1.5% | -5.8% | +4.3% | -1.4% |
| 30D | +9.4% | -22.1% | +31.5% | +9.8% |
| 3M | +5.6% | +10.1% | -4.4% | +5.8% |
| 6M | -9.3% | -6.8% | -2.5% | -9.8% |
| YTD | -29.0% | +8.5% | -37.5% | -28.7% |
| 1Y | -24.7% | -49.7% | +25.1% | -26.8% |
| All | -24.7% | -50.5% | +25.8% | -26.8% |
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