+117.8%
AMDL vs TSLQ
-97.0%
+214.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -8.0% | +19.6% | +8.2% |
| 7D | +19.9% | -8.6% | +28.5% | +15.6% |
| 30D | +6.3% | -24.9% | +31.1% | -5.3% |
| 3M | -9.9% | -1.5% | -8.4% | +0.9% |
| 6M | +394.3% | -18.1% | +412.4% | +457.2% |
| YTD | +257.3% | -0.1% | +257.4% | +354.8% |
| 1Y | +508.5% | -51.4% | +559.9% | +543.8% |
| All | +117.8% | -97.0% | +214.8% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling