+116.8%
AAPL vs TSLQ
-97.3%
+214.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.0% | -8.0% | +5.0% | -3.7% |
| 30D | +2.3% | -23.8% | +26.1% | -0.3% |
| 3M | +8.6% | -7.0% | +15.6% | +9.5% |
| 6M | +21.6% | -17.1% | +38.7% | +22.4% |
| YTD | +16.3% | +0.1% | +16.3% | +20.5% |
| 1Y | +35.1% | -51.2% | +86.2% | +29.9% |
| 3Y | +79.4% | -95.9% | +175.3% | +50.8% |
| All | +116.8% | -97.3% | +214.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded TSLQ 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling