+126.8%
AME vs TSLQ
-97.8%
+224.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.7% |
| 7D | +5.9% | -16.8% | +22.7% | +4.6% |
| 30D | -1.9% | -18.0% | +16.0% | -2.7% |
| 3M | -5.4% | -34.5% | +29.1% | -7.2% |
| 6M | +4.9% | -8.9% | +13.8% | +6.4% |
| YTD | +18.5% | -19.0% | +37.5% | +20.1% |
| 1Y | +25.5% | -38.2% | +63.7% | +25.1% |
| 3Y | +63.0% | -96.9% | +159.9% | +45.1% |
| All | +126.8% | -97.8% | +224.6% | +111.8% |
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 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