+128.5%
AAPL vs TSLQ
-97.2%
+225.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.6% |
| 7D | +3.8% | -6.6% | +10.4% | +3.1% |
| 30D | +9.9% | -24.3% | +34.2% | +7.1% |
| 3M | +12.5% | -3.6% | +16.1% | +13.8% |
| 6M | +27.6% | -12.0% | +39.6% | +29.5% |
| YTD | +22.6% | +1.4% | +21.2% | +27.1% |
| 1Y | +45.0% | -43.6% | +88.5% | +41.9% |
| 3Y | +87.8% | -95.4% | +183.2% | +62.0% |
| All | +128.5% | -97.2% | +225.7% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling