-95.4%
TSLQ vs ACGL
+34.2%
-129.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.7% | +13.7% | +11.7% |
| 7D | -5.8% | -0.7% | -5.0% | -5.9% |
| 30D | -22.1% | -1.0% | -21.1% | -22.2% |
| 3M | +10.1% | +11.0% | -1.0% | +13.3% |
| 6M | -6.8% | -0.3% | -6.4% | -7.7% |
| YTD | +8.5% | +2.3% | +6.3% | +8.5% |
| 1Y | -49.7% | +6.4% | -56.1% | -49.0% |
| All | -95.4% | +34.2% | -129.7% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling