-98.3%
AMC vs TSLQ
-97.3%
-1.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.6% | -4.5% |
| 7D | -0.8% | -8.6% | +7.8% | -2.0% |
| 30D | -1.2% | -24.9% | +23.7% | -4.6% |
| 3M | +42.2% | -1.5% | +43.7% | +44.8% |
| 6M | +118.8% | -18.1% | +136.9% | +119.3% |
| YTD | +64.1% | -0.1% | +64.2% | +71.6% |
| 1Y | -9.5% | -51.4% | +41.8% | -14.4% |
| 3Y | -64.3% | -95.9% | +31.6% | -73.2% |
| All | -98.3% | -97.3% | -1.0% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling