+124.6%
AAPL vs TSLQ
-97.2%
+221.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.8% |
| 7D | -0.5% | +5.7% | -6.2% | +0.2% |
| 30D | +7.1% | -21.1% | +28.2% | +4.8% |
| 3M | +12.1% | -11.5% | +23.6% | +12.3% |
| 6M | +25.4% | -14.9% | +40.3% | +26.7% |
| YTD | +20.5% | +2.4% | +18.0% | +25.1% |
| 1Y | +44.5% | -49.8% | +94.3% | +39.5% |
| 3Y | +85.8% | -95.8% | +181.6% | +56.6% |
| All | +124.6% | -97.2% | +221.8% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling