-99.9%
AMIX vs TSLQ
-97.4%
-2.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -5.8% | -14.2% | -20.9% |
| 7D | -8.1% | -7.3% | -0.8% | -8.6% |
| 30D | -52.3% | -13.2% | -39.0% | -53.0% |
| 3M | -83.8% | -37.6% | -46.1% | -84.7% |
| 6M | -79.0% | -9.3% | -69.6% | -78.6% |
| YTD | -87.2% | -19.1% | -68.1% | -86.9% |
| 1Y | -91.7% | -27.2% | -64.5% | -91.6% |
| All | -99.9% | -97.4% | -2.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling