+57.0%
AME vs TSLQ
-95.6%
+152.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +1.3% | -8.0% | +9.3% | +0.9% |
| 30D | -6.6% | -23.8% | +17.2% | -7.9% |
| 3M | +3.0% | -7.0% | +10.0% | +3.6% |
| 6M | +5.3% | -17.1% | +22.4% | +5.9% |
| YTD | +15.4% | +0.1% | +15.4% | +17.7% |
| 1Y | +26.8% | -51.2% | +78.0% | +24.5% |
| All | +57.0% | -95.6% | +152.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling