+75.1%
AMGN vs TSLQ
-97.2%
+172.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | -13.7% | -6.6% | -7.1% | -13.8% |
| 30D | -8.8% | -24.3% | +15.5% | -9.2% |
| 3M | +7.2% | -3.6% | +10.8% | +7.4% |
| 6M | +1.3% | -12.0% | +13.2% | +1.5% |
| YTD | +17.6% | +1.4% | +16.3% | +18.3% |
| 1Y | +37.2% | -43.6% | +80.7% | +36.9% |
| 3Y | +57.7% | -95.4% | +153.1% | +51.5% |
| All | +75.1% | -97.2% | +172.3% | +71.4% |
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 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