-96.4%
TSLQ vs ACGL
+31.5%
-127.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.0% | -5.4% | -8.6% |
| 7D | +19.7% | +0.9% | +18.8% | +19.8% |
| 30D | +4.1% | +13.7% | -9.6% | +5.5% |
| 3M | -30.9% | +8.0% | -38.9% | -30.5% |
| 6M | -13.6% | +13.3% | -26.9% | -12.8% |
| YTD | -2.6% | +11.8% | -14.4% | -1.9% |
| 1Y | -10.4% | +22.2% | -32.7% | -5.7% |
| 3Y | -96.4% | +32.5% | -128.9% | -96.3% |
| All | -96.4% | +31.5% | -127.9% | -96.3% |
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