+88.8%
APA vs TSLQ
-50.5%
+139.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.0% | -15.2% | -3.7% |
| 7D | +0.5% | -5.8% | +6.3% | +0.8% |
| 30D | +23.4% | -22.1% | +45.5% | +24.7% |
| 3M | +12.7% | +10.1% | +2.6% | +11.1% |
| 6M | +39.4% | -6.8% | +46.2% | +39.2% |
| YTD | +79.0% | +8.5% | +70.4% | +80.3% |
| 1Y | +88.8% | -49.7% | +138.6% | +76.2% |
| All | +88.8% | -50.5% | +139.3% | +76.2% |
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