-97.6%
TSLQ vs ACGL
+161.6%
-259.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.8% | -11.9% | -11.0% |
| 7D | +8.5% | -1.1% | +9.6% | +8.3% |
| 30D | -4.8% | +13.1% | -17.9% | -2.8% |
| 3M | -34.9% | +9.8% | -44.7% | -33.9% |
| 6M | -10.6% | +15.3% | -25.9% | -8.6% |
| YTD | -13.4% | +12.7% | -26.1% | -12.1% |
| 1Y | -25.9% | +20.7% | -46.6% | -22.6% |
| 3Y | -96.9% | +34.3% | -131.2% | -96.6% |
| All | -97.6% | +161.6% | -259.2% | -96.5% |
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