-97.7%
TSLQ vs ABCL
+1.7%
-99.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +3.3% |
| 7D | -16.8% | -3.3% | -13.6% | -17.7% |
| 30D | -18.0% | -7.1% | -10.8% | -18.4% |
| 3M | -34.5% | +4.7% | -39.2% | -30.6% |
| 6M | -8.9% | +140.9% | -149.8% | +41.4% |
| YTD | -19.0% | +236.0% | -255.0% | +51.5% |
| 1Y | -38.2% | +217.4% | -255.6% | +13.9% |
| 3Y | -96.9% | +188.7% | -285.6% | -92.2% |
| All | -97.7% | +1.7% | -99.4% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling