-29.8%
ACN vs TSLQ
-97.3%
+67.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -6.3% | -8.0% | +1.7% | -6.6% |
| 30D | -1.4% | -23.8% | +22.4% | -2.4% |
| 3M | +2.6% | -7.0% | +9.6% | +3.0% |
| 6M | -14.3% | -17.1% | +2.8% | -14.3% |
| YTD | -33.1% | +0.1% | -33.2% | -32.0% |
| 1Y | -28.8% | -51.2% | +22.4% | -30.3% |
| 3Y | -43.0% | -95.9% | +53.0% | -47.4% |
| All | -29.8% | -97.3% | +67.5% | -34.2% |
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 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