-81.2%
AMIX vs TSLQ
-19.1%
-62.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | -3.1% |
| 7D | -16.0% | +19.7% | -35.7% | -9.0% |
| 30D | -55.4% | +4.1% | -59.5% | -54.2% |
| 3M | -87.5% | -30.9% | -56.6% | -89.7% |
| 6M | -81.2% | -13.6% | -67.6% | -81.1% |
| All | -81.2% | -19.1% | -62.1% | -81.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling