-97.8%
TSLQ vs ALC
+4.3%
-102.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -4.1% |
| 7D | -26.6% | -6.2% | -20.4% | -29.5% |
| 30D | -17.5% | +14.0% | -31.5% | -10.6% |
| 3M | -41.7% | -2.4% | -39.3% | -42.9% |
| 6M | -16.9% | +12.6% | -29.6% | -10.7% |
| YTD | -21.9% | -8.4% | -13.5% | -27.8% |
| 1Y | -32.5% | -9.1% | -23.4% | -37.8% |
| 3Y | -97.2% | -0.3% | -96.9% | -96.9% |
| All | -97.8% | +4.3% | -102.2% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling