+37.3%
ANET vs TSLQ
-50.5%
+87.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.0% | -10.8% | +2.9% |
| 7D | -0.8% | -5.8% | +5.0% | -1.4% |
| 30D | -1.8% | -22.1% | +20.3% | -4.9% |
| 3M | +16.7% | +10.1% | +6.7% | +21.8% |
| 6M | +43.7% | -6.8% | +50.5% | +48.0% |
| YTD | +47.9% | +8.5% | +39.4% | +55.3% |
| 1Y | +37.3% | -49.7% | +87.0% | +49.6% |
| All | +37.3% | -50.5% | +87.8% | +49.6% |
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