+63.7%
APA vs TSLQ
-97.3%
+161.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +0.3% | -8.0% | +8.3% | -0.1% |
| 30D | +9.3% | -23.8% | +33.1% | +7.7% |
| 3M | +23.3% | -7.0% | +30.4% | +23.8% |
| 6M | +39.5% | -17.1% | +56.6% | +39.4% |
| YTD | +87.6% | +0.1% | +87.6% | +91.5% |
| 1Y | +114.2% | -51.2% | +165.4% | +106.8% |
| 3Y | +13.6% | -95.9% | +109.5% | -1.0% |
| All | +63.7% | -97.3% | +161.0% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling