-18.3%
AMRZ vs TSLQ
-61.6%
+43.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | -4.8% |
| 7D | -2.0% | -8.6% | +6.6% | -2.5% |
| 30D | -9.8% | -24.9% | +15.0% | -11.3% |
| 3M | -17.2% | -1.5% | -15.7% | -16.2% |
| 6M | -26.9% | -18.1% | -8.9% | -26.5% |
| YTD | -21.5% | -0.1% | -21.4% | -19.7% |
| 1Y | -22.9% | -51.4% | +28.5% | -22.8% |
| All | -18.3% | -61.6% | +43.2% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling