-51.2%
TSLQ vs ACM
-48.7%
-2.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | -1.1% |
| 7D | -8.0% | -3.7% | -4.3% | -9.4% |
| 30D | -23.8% | -12.7% | -11.1% | -27.2% |
| 3M | -7.0% | -9.8% | +2.8% | -9.8% |
| 6M | -17.1% | -31.4% | +14.3% | -29.5% |
| YTD | +0.1% | -32.1% | +32.1% | -14.7% |
| 1Y | -51.2% | -47.8% | -3.4% | -63.3% |
| All | -51.2% | -48.7% | -2.5% | -63.3% |
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