+203.0%
AMAT vs TSLQ
-95.6%
+298.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.0% | -7.7% | +6.4% |
| 7D | -1.5% | -5.8% | +4.3% | -2.3% |
| 30D | -14.8% | -22.1% | +7.3% | -18.2% |
| 3M | -9.3% | +10.1% | -19.3% | -4.1% |
| 6M | +27.4% | -6.8% | +34.2% | +33.5% |
| YTD | +77.6% | +8.5% | +69.0% | +92.1% |
| 1Y | +188.9% | -49.7% | +238.7% | +186.7% |
| All | +203.0% | -95.6% | +298.7% | +159.5% |
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 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