+132.3%
AMZN vs TSLQ
-97.3%
+229.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -1.7% |
| 7D | +0.8% | -8.6% | +9.4% | -0.3% |
| 30D | -6.4% | -24.9% | +18.5% | -9.7% |
| 3M | +4.8% | -1.5% | +6.3% | +7.1% |
| 6M | +20.5% | -18.1% | +38.6% | +21.8% |
| YTD | +11.3% | -0.1% | +11.4% | +16.6% |
| 1Y | +9.0% | -51.4% | +60.3% | +5.2% |
| 3Y | +85.9% | -95.9% | +181.8% | +53.5% |
| All | +132.3% | -97.3% | +229.5% | +99.7% |
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