+11.4%
AMCR vs TSLQ
-50.5%
+61.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -1.0% |
| 7D | -3.3% | -5.8% | +2.5% | -3.5% |
| 30D | -5.4% | -22.1% | +16.6% | -6.5% |
| 3M | +20.0% | +10.1% | +9.9% | +21.8% |
| 6M | 0.0% | -6.8% | +6.8% | +0.9% |
| YTD | +11.5% | +8.5% | +3.0% | +12.3% |
| 1Y | +11.4% | -49.7% | +61.1% | +11.5% |
| All | +11.4% | -50.5% | +61.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling