+82.4%
AMGN vs TSLQ
-97.3%
+179.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.0% | -2.1% | -10.2% |
| 7D | -10.3% | -8.6% | -1.7% | -10.4% |
| 30D | -3.8% | -24.9% | +21.1% | -4.2% |
| 3M | +14.4% | -1.5% | +15.9% | +14.7% |
| 6M | +7.8% | -18.1% | +25.9% | +7.9% |
| YTD | +22.6% | -0.1% | +22.7% | +23.3% |
| 1Y | +44.2% | -51.4% | +95.6% | +43.5% |
| 3Y | +65.8% | -95.9% | +161.7% | +59.0% |
| All | +82.4% | -97.3% | +179.7% | +78.5% |
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 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