-97.2%
TSLQ vs ACGL
+131.6%
-228.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.4% | -5.5% | -8.5% |
| 7D | -8.6% | -2.9% | -5.6% | -9.1% |
| 30D | -24.9% | -2.8% | -22.1% | -25.3% |
| 3M | -1.5% | +6.8% | -8.3% | +0.4% |
| 6M | -18.1% | -1.5% | -16.5% | -18.8% |
| YTD | -0.1% | -0.2% | +0.1% | -0.6% |
| 1Y | -51.4% | +5.3% | -56.7% | -50.7% |
| 3Y | -95.9% | +30.3% | -126.2% | -95.4% |
| All | -97.2% | +131.6% | -228.8% | -96.1% |
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