-21.0%
TSLQ vs ACM
-46.6%
+25.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +7.4% |
| 7D | +9.8% | +9.5% | +0.3% | +13.3% |
| 30D | -6.0% | +14.7% | -20.8% | -1.5% |
| 3M | -35.0% | -9.5% | -25.5% | -36.5% |
| 6M | -24.9% | -18.0% | -6.9% | -30.3% |
| YTD | -12.7% | -27.3% | +14.6% | -21.6% |
| 1Y | -21.0% | -47.0% | +26.0% | -35.0% |
| All | -21.0% | -46.6% | +25.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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