+136.9%
AFL vs TSLQ
-97.2%
+234.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.6% | -6.6% | +4.9% | -1.8% |
| 30D | -4.0% | -24.3% | +20.3% | -4.6% |
| 3M | -0.5% | -3.6% | +3.1% | -0.2% |
| 6M | +6.5% | -12.0% | +18.5% | +6.9% |
| YTD | +6.2% | +1.4% | +4.8% | +7.2% |
| 1Y | +8.3% | -43.6% | +51.8% | +7.3% |
| 3Y | +62.5% | -95.4% | +157.9% | +54.9% |
| All | +136.9% | -97.2% | +234.1% | +136.4% |
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 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