-21.7%
AMT vs TSLQ
-97.3%
+75.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | -8.0% | +9.5% | +1.5% |
| 30D | +3.7% | -23.8% | +27.5% | +3.9% |
| 3M | -7.2% | -7.0% | -0.2% | -7.2% |
| 6M | -4.2% | -17.1% | +12.9% | -4.2% |
| YTD | +1.9% | +0.1% | +1.8% | +1.9% |
| 1Y | -6.4% | -51.2% | +44.8% | -6.7% |
| 3Y | +7.7% | -95.9% | +103.7% | +5.8% |
| All | -21.7% | -97.3% | +75.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling