-97.6%
TSLQ vs ACM
+18.3%
-115.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.3% |
| 7D | +4.7% | +6.6% | -1.9% | +11.6% |
| 30D | -5.6% | +19.8% | -25.3% | +11.5% |
| 3M | -34.6% | -3.1% | -31.4% | -35.6% |
| 6M | -11.4% | -11.5% | +0.1% | -20.1% |
| YTD | -14.1% | -24.7% | +10.6% | -33.0% |
| 1Y | -20.7% | -45.1% | +24.3% | -57.4% |
| 3Y | -96.9% | -8.9% | -88.0% | -96.4% |
| All | -97.6% | +18.3% | -115.9% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling