-97.0%
TSLQ vs ABCL
+1.2%
-98.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +11.5% |
| 7D | -5.8% | +0.7% | -6.5% | -5.3% |
| 30D | -22.1% | +93.1% | -115.2% | +2.6% |
| 3M | +10.1% | +79.4% | -69.4% | +46.1% |
| 6M | -6.8% | +214.9% | -221.6% | +61.4% |
| YTD | +8.5% | +234.2% | -225.7% | +97.2% |
| 1Y | -49.7% | +174.8% | -224.5% | -11.0% |
| 3Y | -95.6% | +104.5% | -200.1% | -90.3% |
| All | -97.0% | +1.2% | -98.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling