+187.4%
AG vs TSLQ
-97.2%
+284.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -3.0% |
| 7D | -6.7% | -6.6% | -0.1% | -7.3% |
| 30D | +2.2% | -24.3% | +26.5% | 0.0% |
| 3M | +15.7% | -3.6% | +19.3% | +17.3% |
| 6M | -23.8% | -12.0% | -11.8% | -22.1% |
| YTD | +17.6% | +1.4% | +16.3% | +21.7% |
| 1Y | +88.6% | -43.6% | +132.2% | +90.9% |
| 3Y | +253.4% | -95.4% | +348.8% | +226.2% |
| All | +187.4% | -97.2% | +284.6% | +211.9% |
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 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