+45.0%
AAPL vs TSLQ
-49.6%
+94.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.7% |
| 7D | +3.8% | -6.6% | +10.4% | +3.5% |
| 30D | +9.9% | -24.3% | +34.2% | +8.7% |
| 3M | +12.5% | -3.6% | +16.1% | +13.3% |
| 6M | +27.6% | -12.0% | +39.6% | +28.4% |
| YTD | +22.6% | +1.4% | +21.2% | +24.3% |
| 1Y | +45.0% | -43.6% | +88.5% | +44.7% |
| All | +45.0% | -49.6% | +94.6% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling