-97.8%
TSLQ vs ACGL
+164.3%
-262.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -26.6% | -1.2% | -25.4% | -26.7% |
| 30D | -17.5% | +12.8% | -30.3% | -15.8% |
| 3M | -41.7% | +12.3% | -54.0% | -40.6% |
| 6M | -16.9% | +15.8% | -32.8% | -15.1% |
| YTD | -21.9% | +13.9% | -35.8% | -20.6% |
| 1Y | -32.5% | +19.0% | -51.5% | -30.1% |
| 3Y | -97.2% | +33.7% | -130.8% | -96.8% |
| All | -97.8% | +164.3% | -262.2% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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