-22.8%
AMT vs TSLQ
-97.2%
+74.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -2.7% | +5.7% | -8.4% | -2.7% |
| 30D | +2.0% | -21.1% | +23.1% | +2.1% |
| 3M | -9.3% | -11.5% | +2.2% | -9.3% |
| 6M | -5.2% | -14.9% | +9.7% | -5.3% |
| YTD | +0.5% | +2.4% | -2.0% | +0.4% |
| 1Y | -7.3% | -49.8% | +42.5% | -7.6% |
| 3Y | +6.2% | -95.8% | +102.1% | +4.3% |
| All | -22.8% | -97.2% | +74.4% | -20.3% |
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