+88.6%
AG vs TSLQ
-49.6%
+138.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -3.2% |
| 7D | -6.7% | -6.6% | -0.1% | -8.3% |
| 30D | +2.2% | -24.3% | +26.5% | -3.9% |
| 3M | +15.7% | -3.6% | +19.3% | +19.7% |
| 6M | -23.8% | -12.0% | -11.8% | -19.4% |
| YTD | +17.6% | +1.4% | +16.3% | +28.1% |
| 1Y | +88.6% | -43.6% | +132.2% | +87.6% |
| All | +88.6% | -49.6% | +138.3% | +87.6% |
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