+16.4%
APA vs TSLQ
-95.5%
+111.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.5% |
| 7D | +0.8% | +5.7% | -4.9% | +1.2% |
| 30D | +9.6% | -21.1% | +30.7% | +8.3% |
| 3M | +18.0% | -11.5% | +29.5% | +18.0% |
| 6M | +41.9% | -14.9% | +56.8% | +42.0% |
| YTD | +86.3% | +2.4% | +83.9% | +90.4% |
| 1Y | +97.9% | -49.8% | +147.6% | +91.3% |
| All | +16.4% | -95.5% | +111.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling