+105.2%
AMKR vs TSLQ
-49.6%
+154.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.1% |
| 7D | +8.3% | -6.6% | +14.9% | +6.3% |
| 30D | -6.8% | -24.3% | +17.5% | -13.8% |
| 3M | -31.9% | -3.6% | -28.3% | -28.1% |
| 6M | +18.4% | -12.0% | +30.3% | +27.4% |
| YTD | +31.7% | +1.4% | +30.3% | +48.7% |
| 1Y | +105.2% | -43.6% | +148.8% | +123.5% |
| All | +105.2% | -49.6% | +154.9% | +123.5% |
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