-49.8%
TSLQ vs ACGL
+8.0%
-57.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +5.7% | -3.6% | +9.3% | +9.6% |
| 30D | -21.1% | -2.1% | -19.0% | -19.5% |
| 3M | -11.5% | +5.4% | -16.9% | -14.4% |
| 6M | -14.9% | 0.0% | -14.9% | -15.1% |
| YTD | +2.4% | +0.3% | +2.1% | +2.3% |
| 1Y | -49.8% | +6.2% | -56.0% | -53.5% |
| All | -49.8% | +8.0% | -57.8% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling