+135.8%
AFL vs TSLQ
-97.3%
+233.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | -8.0% | +5.9% | -2.3% |
| 30D | -5.4% | -23.8% | +18.4% | -6.0% |
| 3M | -0.3% | -7.0% | +6.8% | 0.0% |
| 6M | +5.2% | -17.1% | +22.3% | +5.3% |
| YTD | +5.7% | +0.1% | +5.6% | +6.7% |
| 1Y | +10.2% | -51.2% | +61.4% | +8.6% |
| 3Y | +63.4% | -95.9% | +159.3% | +54.6% |
| All | +135.8% | -97.3% | +233.1% | +135.2% |
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