+204.9%
AG vs TSLQ
-97.3%
+302.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -1.8% |
| 7D | +4.5% | -8.6% | +13.0% | +3.7% |
| 30D | +12.9% | -24.9% | +37.7% | +10.3% |
| 3M | +20.9% | -1.5% | +22.5% | +23.1% |
| 6M | -19.5% | -18.1% | -1.5% | -18.2% |
| YTD | +24.8% | -0.1% | +24.9% | +28.9% |
| 1Y | +120.2% | -51.4% | +171.6% | +121.2% |
| 3Y | +279.0% | -95.9% | +374.9% | +248.1% |
| All | +204.9% | -97.3% | +302.1% | +230.3% |
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