+122.4%
AME vs TSLQ
-97.3%
+219.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | -0.5% |
| 7D | +2.8% | -8.6% | +11.4% | +2.3% |
| 30D | -6.3% | -24.9% | +18.6% | -7.8% |
| 3M | +5.4% | -1.5% | +6.9% | +6.5% |
| 6M | +7.4% | -18.1% | +25.5% | +8.0% |
| YTD | +16.2% | -0.1% | +16.3% | +18.7% |
| 1Y | +26.8% | -51.4% | +78.2% | +24.3% |
| 3Y | +57.5% | -95.9% | +153.4% | +42.9% |
| All | +122.4% | -97.3% | +219.7% | +109.2% |
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