+411.6%
AGI vs TSLQ
-97.2%
+508.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.2% |
| 7D | -5.3% | +5.7% | -10.9% | -4.9% |
| 30D | +6.8% | -21.1% | +27.8% | +5.7% |
| 3M | +8.3% | -11.5% | +19.8% | +8.6% |
| 6M | -29.2% | -14.9% | -14.3% | -28.6% |
| YTD | -7.3% | +2.4% | -9.7% | -5.7% |
| 1Y | +8.0% | -49.8% | +57.8% | +8.4% |
| 3Y | +206.6% | -95.8% | +302.4% | +191.9% |
| All | +411.6% | -97.2% | +508.7% | +431.3% |
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