-18.5%
AMRZ vs TSLQ
-62.5%
+44.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -2.4% |
| 7D | +1.2% | +19.7% | -18.5% | +2.6% |
| 30D | +15.1% | +4.1% | +10.9% | +15.8% |
| 3M | -18.1% | -30.9% | +12.8% | -19.5% |
| 6M | -23.5% | -13.6% | -9.8% | -22.7% |
| YTD | -21.6% | -2.6% | -19.0% | -19.7% |
| 1Y | -14.7% | -10.4% | -4.3% | -12.7% |
| All | -18.5% | -62.5% | +44.0% | -18.7% |
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