-96.9%
TSLQ vs ALC
+3.6%
-100.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.7% |
| 7D | +4.7% | +2.3% | +2.4% | +5.9% |
| 30D | -5.6% | +15.5% | -21.1% | +3.0% |
| 3M | -34.6% | +0.6% | -35.1% | -34.8% |
| 6M | -11.4% | +18.4% | -29.7% | -1.5% |
| YTD | -14.1% | -5.6% | -8.5% | -20.2% |
| 1Y | -20.7% | 0.0% | -20.8% | -22.2% |
| 3Y | -96.9% | +2.8% | -99.7% | -96.8% |
| All | -96.9% | +3.6% | -100.5% | -96.8% |
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