+543.4%
AMD vs TSLQ
-97.3%
+640.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -8.0% | +13.9% | +4.0% |
| 7D | +10.0% | -8.6% | +18.6% | +8.0% |
| 30D | +4.6% | -24.9% | +29.5% | -1.5% |
| 3M | +3.1% | -1.5% | +4.7% | +8.1% |
| 6M | +162.8% | -18.1% | +180.9% | +173.0% |
| YTD | +136.2% | -0.1% | +136.3% | +160.3% |
| 1Y | +234.0% | -51.4% | +285.4% | +228.4% |
| 3Y | +376.7% | -95.9% | +472.6% | +278.2% |
| All | +543.4% | -97.3% | +640.7% | +439.0% |
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