+188.9%
AMAT vs TSLQ
-50.5%
+239.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.0% | -7.7% | +7.3% |
| 7D | -1.5% | -5.8% | +4.3% | -2.8% |
| 30D | -14.8% | -22.1% | +7.3% | -19.9% |
| 3M | -9.3% | +10.1% | -19.3% | -1.9% |
| 6M | +27.4% | -6.8% | +34.2% | +36.3% |
| YTD | +77.6% | +8.5% | +69.0% | +97.8% |
| 1Y | +188.9% | -49.7% | +238.7% | +214.9% |
| All | +188.9% | -50.5% | +239.4% | +214.9% |
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 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