+276.1%
AMAT vs TSLQ
-97.3%
+373.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.4% | +12.6% | +2.6% |
| 7D | -14.7% | +19.7% | -34.4% | -10.7% |
| 30D | -36.1% | +4.1% | -40.2% | -34.4% |
| 3M | -36.9% | -30.9% | -6.0% | -39.5% |
| 6M | -22.2% | -13.6% | -8.6% | -18.6% |
| YTD | +29.9% | -2.6% | +32.5% | +41.8% |
| 1Y | +43.3% | -10.4% | +53.7% | +55.7% |
| 3Y | +142.7% | -96.4% | +239.0% | +93.1% |
| All | +276.1% | -97.3% | +373.4% | +212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling