+132.1%
AMZN vs TSLQ
-97.2%
+229.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +1.8% |
| 7D | -0.7% | -6.6% | +5.9% | -1.6% |
| 30D | -3.9% | -24.3% | +20.4% | -7.3% |
| 3M | +6.3% | -3.6% | +9.9% | +8.1% |
| 6M | +20.8% | -12.0% | +32.7% | +23.3% |
| YTD | +11.2% | +1.4% | +9.9% | +16.8% |
| 1Y | +11.7% | -43.6% | +55.2% | +10.1% |
| 3Y | +79.4% | -95.4% | +174.8% | +53.0% |
| All | +132.1% | -97.2% | +229.3% | +99.9% |
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