-20.2%
AMRZ vs TSLQ
-68.8%
+48.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.4% |
| 7D | -2.1% | -16.8% | +14.8% | -3.2% |
| 30D | +13.0% | -18.0% | +30.9% | +11.9% |
| 3M | -12.1% | -34.5% | +22.4% | -13.9% |
| 6M | -19.1% | -8.9% | -10.2% | -17.8% |
| YTD | -23.3% | -19.0% | -4.3% | -22.2% |
| 1Y | -16.6% | -38.2% | +21.6% | -16.2% |
| All | -20.2% | -68.8% | +48.7% | -21.4% |
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