-49.7%
TSLQ vs ACM
-45.8%
-3.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +11.8% |
| 7D | -5.8% | -3.7% | -2.0% | -7.2% |
| 30D | -22.1% | -11.1% | -11.0% | -25.1% |
| 3M | +10.1% | -8.0% | +18.0% | +7.5% |
| 6M | -6.8% | -29.7% | +22.9% | -20.0% |
| YTD | +8.5% | -29.4% | +37.9% | -6.1% |
| 1Y | -49.7% | -46.4% | -3.3% | -62.1% |
| All | -49.7% | -45.8% | -3.9% | -62.1% |
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