-97.3%
TSLQ vs ACGL
+159.6%
-256.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.0% | -5.4% | -8.8% |
| 7D | +19.7% | +0.9% | +18.8% | +19.9% |
| 30D | +4.1% | +13.7% | -9.6% | +6.4% |
| 3M | -30.9% | +8.0% | -38.9% | -30.1% |
| 6M | -13.6% | +13.3% | -26.9% | -12.1% |
| YTD | -2.6% | +11.8% | -14.4% | -1.3% |
| 1Y | -10.4% | +22.2% | -32.7% | -5.9% |
| 3Y | -96.4% | +32.5% | -128.9% | -96.0% |
| All | -97.3% | +159.6% | -256.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling