+507.6%
AMD vs TSLQ
-97.0%
+604.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.0% | -7.3% | +7.5% |
| 7D | +2.6% | -5.8% | +8.4% | +1.4% |
| 30D | -0.9% | -22.1% | +21.2% | -6.1% |
| 3M | -8.7% | +10.1% | -18.8% | -1.3% |
| 6M | +136.3% | -6.8% | +143.1% | +152.7% |
| YTD | +123.0% | +8.5% | +114.5% | +150.3% |
| 1Y | +195.2% | -49.7% | +244.9% | +192.2% |
| 3Y | +336.3% | -95.6% | +432.0% | +250.7% |
| All | +507.6% | -97.0% | +604.6% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling