-97.6%
TSLQ vs ABCL
+10.3%
-107.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | +4.7% | +2.3% | +2.4% | +6.9% |
| 30D | -5.6% | -0.7% | -4.9% | -3.6% |
| 3M | -34.6% | +33.4% | -68.0% | -24.0% |
| 6M | -11.4% | +137.8% | -149.1% | +36.7% |
| YTD | -14.1% | +264.3% | -278.4% | +65.6% |
| 1Y | -20.7% | +209.2% | -229.9% | +45.0% |
| 3Y | -96.9% | +208.4% | -305.3% | -91.9% |
| All | -97.6% | +10.3% | -107.9% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling