-99.8%
AMIX vs TSLQ
-96.5%
-3.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.9% | 0.0% |
| 7D | -13.7% | -5.8% | -7.9% | -14.3% |
| 30D | -62.1% | -22.1% | -40.0% | -63.5% |
| 3M | -46.2% | +10.1% | -56.2% | -43.8% |
| 6M | -46.4% | -6.8% | -39.7% | -44.6% |
| YTD | -60.3% | +8.5% | -68.8% | -57.9% |
| 1Y | -79.7% | -49.7% | -29.9% | -79.4% |
| All | -99.8% | -96.5% | -3.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling