+705.6%
ANET vs TSLQ
-97.2%
+802.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.4% |
| 7D | +3.0% | -6.6% | +9.6% | +2.0% |
| 30D | -5.2% | -24.3% | +19.1% | -8.7% |
| 3M | +27.6% | -3.6% | +31.2% | +30.6% |
| 6M | +44.4% | -12.0% | +56.3% | +48.1% |
| YTD | +52.3% | +1.4% | +50.9% | +61.4% |
| 1Y | +30.4% | -43.6% | +74.0% | +28.8% |
| 3Y | +313.3% | -95.4% | +408.6% | +248.5% |
| All | +705.6% | -97.2% | +802.8% | +573.0% |
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