+95.0%
AMDL vs TSLQ
-96.7%
+191.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.0% | -2.8% | +14.5% |
| 7D | +4.5% | -5.8% | +10.3% | +2.0% |
| 30D | -4.4% | -22.1% | +17.7% | -13.9% |
| 3M | -30.5% | +10.1% | -40.5% | -17.0% |
| 6M | +300.9% | -6.8% | +307.7% | +376.1% |
| YTD | +219.9% | +8.5% | +211.4% | +320.5% |
| 1Y | +374.7% | -49.7% | +424.4% | +407.1% |
| All | +95.0% | -96.7% | +191.8% | +46.8% |
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