-25.4%
ACN vs TSLQ
-97.0%
+71.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.3% | -2.7% |
| 7D | -1.5% | -5.8% | +4.3% | -1.7% |
| 30D | +9.4% | -22.1% | +31.5% | +8.3% |
| 3M | +5.6% | +10.1% | -4.4% | +7.1% |
| 6M | -9.3% | -6.8% | -2.5% | -8.6% |
| YTD | -29.0% | +8.5% | -37.5% | -27.5% |
| 1Y | -24.7% | -49.7% | +25.1% | -26.2% |
| 3Y | -39.8% | -95.6% | +55.8% | -44.5% |
| All | -25.4% | -97.0% | +71.6% | -29.8% |
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 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