-95.9%
TSLQ vs ALC
-15.5%
-80.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -9.3% |
| 7D | -8.6% | -3.7% | -4.9% | -10.9% |
| 30D | -24.9% | -3.7% | -21.1% | -26.6% |
| 3M | -1.5% | +4.6% | -6.1% | +1.6% |
| 6M | -18.1% | -14.6% | -3.5% | -29.3% |
| YTD | -0.1% | -11.9% | +11.8% | -10.6% |
| 1Y | -51.4% | -13.1% | -38.2% | -56.9% |
| 3Y | -95.9% | -15.0% | -80.9% | -96.3% |
| All | -95.9% | -15.5% | -80.4% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling