-91.7%
AMIX vs TSLQ
-26.3%
-65.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -5.8% | -14.2% | -22.1% |
| 7D | -8.1% | -7.3% | -0.8% | -9.6% |
| 30D | -52.3% | -13.2% | -39.0% | -54.1% |
| 3M | -83.8% | -37.6% | -46.1% | -86.4% |
| 6M | -79.0% | -9.3% | -69.6% | -78.6% |
| YTD | -87.2% | -19.1% | -68.1% | -86.4% |
| All | -91.7% | -26.3% | -65.3% | -91.7% |
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