+109.1%
AMDL vs TSLQ
-17.8%
+126.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +6.1% |
| 7D | -30.7% | +9.8% | -40.6% | -26.1% |
| 30D | -43.8% | -6.0% | -37.7% | -44.3% |
| 3M | -24.5% | -35.0% | +10.5% | -39.8% |
| 6M | +44.7% | -24.9% | +69.6% | +63.6% |
| YTD | +204.0% | -12.7% | +216.7% | +307.0% |
| 1Y | +109.1% | -21.0% | +130.1% | +174.2% |
| All | +109.1% | -17.8% | +126.8% | +174.2% |
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 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