-21.5%
AMT vs TSLQ
-97.0%
+75.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.1% | -1.1% |
| 7D | -0.2% | -5.8% | +5.6% | -0.2% |
| 30D | +4.6% | -22.1% | +26.7% | +4.8% |
| 3M | -8.4% | +10.1% | -18.5% | -8.5% |
| 6M | -6.0% | -6.8% | +0.7% | -6.1% |
| YTD | +2.1% | +8.5% | -6.4% | +2.1% |
| 1Y | -6.4% | -49.7% | +43.3% | -6.8% |
| 3Y | +8.1% | -95.6% | +103.7% | +5.9% |
| All | -21.5% | -97.0% | +75.5% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling