+119.1%
AME vs TSLQ
-97.2%
+216.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.7% |
| 7D | 0.0% | +5.7% | -5.7% | +0.4% |
| 30D | -8.6% | -21.1% | +12.5% | -9.8% |
| 3M | +5.8% | -11.5% | +17.3% | +6.0% |
| 6M | +3.8% | -14.9% | +18.7% | +4.6% |
| YTD | +14.4% | +2.4% | +12.0% | +17.1% |
| 1Y | +25.8% | -49.8% | +75.6% | +23.5% |
| 3Y | +55.2% | -95.8% | +151.0% | +41.1% |
| All | +119.1% | -97.2% | +216.3% | +106.5% |
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 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