-12.6%
AMRZ vs TSLQ
-23.1%
+10.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.2% | +4.7% | -4.5% | +0.9% |
| 30D | +16.2% | -5.6% | +21.8% | +16.2% |
| 3M | -8.9% | -34.6% | +25.6% | -11.1% |
| 6M | -20.1% | -11.4% | -8.8% | -18.3% |
| YTD | -21.3% | -14.1% | -7.2% | -18.4% |
| 1Y | -12.6% | -20.7% | +8.1% | -9.2% |
| All | -12.6% | -23.1% | +10.4% | -9.2% |
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