-91.6%
AMIX vs TSLQ
-17.8%
-73.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -0.7% |
| 7D | -25.1% | +9.8% | -35.0% | -22.4% |
| 30D | -54.5% | -6.0% | -48.5% | -55.5% |
| 3M | -91.7% | -35.0% | -56.7% | -93.0% |
| 6M | -79.4% | -24.9% | -54.5% | -80.4% |
| YTD | -86.1% | -12.7% | -73.4% | -85.2% |
| 1Y | -91.6% | -21.0% | -70.6% | -91.2% |
| All | -91.6% | -17.8% | -73.8% | -91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling