+153.3%
AMAT vs TSLQ
-97.0%
+250.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.5% | -2.0% |
| 7D | +11.4% | -16.8% | +28.2% | +8.0% |
| 30D | -17.0% | -18.0% | +0.9% | -18.4% |
| 3M | -30.6% | -34.5% | +3.9% | -33.8% |
| 6M | -14.9% | -8.9% | -6.0% | -10.8% |
| YTD | +44.7% | -19.0% | +63.7% | +52.2% |
| 1Y | +66.9% | -38.2% | +105.1% | +69.5% |
| 3Y | +153.3% | -96.9% | +250.2% | +115.1% |
| All | +153.3% | -97.0% | +250.3% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling