-97.0%
TSLQ vs ALC
+2.4%
-99.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.2% | +14.2% | +10.5% |
| 7D | -5.8% | -2.1% | -3.7% | -7.0% |
| 30D | -22.1% | -0.1% | -22.0% | -21.7% |
| 3M | +10.1% | +5.9% | +4.2% | +14.4% |
| 6M | -6.8% | -15.9% | +9.2% | -19.2% |
| YTD | +8.5% | -10.1% | +18.6% | 0.0% |
| 1Y | -49.7% | -10.2% | -39.5% | -53.4% |
| 3Y | -95.6% | -13.6% | -82.1% | -95.6% |
| All | -97.0% | +2.4% | -99.4% | -96.5% |
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