-98.4%
AMC vs TSLQ
-97.3%
-1.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -6.8% | -8.0% | +1.2% | -7.9% |
| 30D | +1.7% | -23.8% | +25.4% | -1.7% |
| 3M | +26.8% | -7.0% | +33.8% | +28.0% |
| 6M | +117.7% | -17.1% | +134.8% | +118.6% |
| YTD | +57.7% | +0.1% | +57.6% | +64.9% |
| 1Y | -12.5% | -51.2% | +38.7% | -17.1% |
| 3Y | -65.7% | -95.9% | +30.2% | -74.2% |
| All | -98.4% | -97.3% | -1.1% | -98.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling