+69.6%
AIG vs TSLQ
-97.3%
+166.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.4% | -8.0% | +6.6% | -1.7% |
| 30D | -3.3% | -23.8% | +20.5% | -4.2% |
| 3M | +2.2% | -7.0% | +9.2% | +2.5% |
| 6M | -2.1% | -17.1% | +15.0% | -2.0% |
| YTD | -11.2% | +0.1% | -11.2% | -10.0% |
| 1Y | -2.1% | -51.2% | +49.1% | -3.8% |
| 3Y | +34.4% | -95.9% | +130.3% | +22.4% |
| All | +69.6% | -97.3% | +166.9% | +63.6% |
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 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