+131.0%
AMDL vs TSLQ
-97.0%
+228.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.9% | +6.1% |
| 7D | +29.0% | -8.0% | +37.0% | +24.6% |
| 30D | +19.1% | -23.8% | +42.9% | +6.9% |
| 3M | +1.8% | -7.0% | +8.8% | +11.0% |
| 6M | +374.4% | -17.1% | +391.5% | +437.1% |
| YTD | +278.9% | +0.1% | +278.9% | +382.6% |
| 1Y | +510.6% | -51.2% | +561.8% | +546.9% |
| All | +131.0% | -97.0% | +228.0% | +68.5% |
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 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