-51.2%
TSLQ vs ABCL
+164.4%
-215.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | -1.0% |
| 7D | -8.0% | -2.7% | -5.3% | -8.7% |
| 30D | -23.8% | +18.3% | -42.1% | -18.3% |
| 3M | -7.0% | +108.5% | -115.5% | +28.0% |
| 6M | -17.1% | +213.9% | -231.0% | +43.6% |
| YTD | +0.1% | +223.1% | -223.0% | +80.2% |
| 1Y | -51.2% | +160.6% | -211.8% | -23.7% |
| All | -51.2% | +164.4% | -215.5% | -23.7% |
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