-61.0%
AMC vs TSLQ
-96.8%
+35.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.1% | +19.4% | +7.2% |
| 7D | +6.6% | +8.5% | -1.9% | +8.0% |
| 30D | +14.1% | -4.8% | +18.9% | +14.5% |
| 3M | +31.3% | -34.9% | +66.1% | +27.9% |
| 6M | +126.7% | -10.6% | +137.3% | +130.7% |
| YTD | +117.9% | -13.4% | +131.3% | +124.1% |
| 1Y | +41.1% | -25.9% | +67.0% | +43.4% |
| 3Y | -61.0% | -96.9% | +36.0% | -64.3% |
| All | -61.0% | -96.8% | +35.8% | -64.3% |
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