+7.7%
AMT vs TSLQ
-29.0%
+36.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | -2.2% | -26.6% | +24.4% | -0.9% |
| 30D | +5.8% | -17.5% | +23.3% | +6.4% |
| 3M | +12.6% | -41.7% | +54.3% | +14.7% |
| 6M | +8.3% | -16.9% | +25.2% | +8.1% |
| YTD | +11.4% | -21.9% | +33.3% | +10.8% |
| 1Y | +7.7% | -32.5% | +40.2% | +6.8% |
| All | +7.7% | -29.0% | +36.7% | +6.8% |
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 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