+147.7%
AMKR vs TSLQ
-95.6%
+243.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.2% |
| 7D | +8.3% | -6.6% | +14.9% | +6.9% |
| 30D | -6.8% | -24.3% | +17.5% | -11.5% |
| 3M | -31.9% | -3.6% | -28.3% | -29.2% |
| 6M | +18.4% | -12.0% | +30.3% | +24.6% |
| YTD | +31.7% | +1.4% | +30.3% | +44.3% |
| 1Y | +105.2% | -43.6% | +148.8% | +108.9% |
| 3Y | +147.7% | -95.4% | +243.1% | +109.5% |
| All | +147.7% | -95.6% | +243.3% | +109.5% |
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 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