-21.0%
TSLQ vs ABCL
+138.2%
-159.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.7% |
| 7D | +9.8% | -10.0% | +19.8% | +6.6% |
| 30D | -6.0% | -10.9% | +4.8% | -8.1% |
| 3M | -35.0% | +101.6% | -136.6% | -15.9% |
| 6M | -24.9% | +167.5% | -192.5% | +15.1% |
| YTD | -12.7% | +259.1% | -271.7% | +57.2% |
| 1Y | -21.0% | +152.2% | -173.2% | +12.1% |
| All | -21.0% | +138.2% | -159.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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