+117.4%
AAPL vs TSLQ
-97.3%
+214.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -2.0% |
| 7D | -2.7% | -8.6% | +5.8% | -3.5% |
| 30D | +1.0% | -24.9% | +25.9% | -1.7% |
| 3M | +5.0% | -1.5% | +6.5% | +6.6% |
| 6M | +23.0% | -18.1% | +41.1% | +23.8% |
| YTD | +16.6% | -0.1% | +16.7% | +20.8% |
| 1Y | +33.4% | -51.4% | +84.8% | +28.3% |
| 3Y | +79.9% | -95.9% | +175.8% | +51.2% |
| All | +117.4% | -97.3% | +214.7% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling