+434.4%
AMAT vs TSLQ
-97.3%
+531.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.0% | +11.9% | +2.5% |
| 7D | +7.0% | -8.6% | +15.6% | +5.4% |
| 30D | -12.2% | -24.9% | +12.7% | -16.4% |
| 3M | -3.8% | -1.5% | -2.3% | -0.5% |
| 6M | +45.9% | -18.1% | +64.0% | +49.8% |
| YTD | +84.6% | -0.1% | +84.7% | +98.0% |
| 1Y | +193.4% | -51.4% | +244.7% | +187.8% |
| 3Y | +228.1% | -95.9% | +324.0% | +165.3% |
| All | +434.4% | -97.3% | +531.7% | +336.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling