-97.1%
TSLQ vs ALC
-3.3%
-93.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +0.5% |
| 7D | +5.7% | -7.7% | +13.4% | +0.2% |
| 30D | -21.1% | -11.7% | -9.4% | -27.1% |
| 3M | -11.5% | +0.7% | -12.2% | -11.1% |
| 6M | -14.9% | -17.1% | +2.2% | -26.5% |
| YTD | +2.4% | -15.1% | +17.6% | -9.3% |
| 1Y | -49.8% | -14.1% | -35.7% | -54.8% |
| 3Y | -95.8% | -18.2% | -77.7% | -95.9% |
| All | -97.1% | -3.3% | -93.8% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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