-99.9%
AMIX vs TSLQ
-97.4%
-2.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.7% |
| 7D | -9.9% | -16.8% | +7.0% | -12.4% |
| 30D | -52.8% | -18.0% | -34.8% | -54.0% |
| 3M | -80.0% | -34.5% | -45.6% | -81.1% |
| 6M | -80.2% | -8.9% | -71.3% | -79.9% |
| YTD | -88.1% | -19.0% | -69.1% | -87.9% |
| 1Y | -91.1% | -38.2% | -52.9% | -91.1% |
| 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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling