+47.3%
APD vs TSLQ
-97.3%
+144.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.6% | -8.0% | +3.4% | -4.9% |
| 30D | -4.2% | -23.8% | +19.6% | -5.1% |
| 3M | +5.0% | -7.0% | +12.0% | +5.4% |
| 6M | +8.9% | -17.1% | +26.0% | +9.2% |
| YTD | +21.9% | +0.1% | +21.8% | +23.6% |
| 1Y | +5.6% | -51.2% | +56.7% | +3.9% |
| 3Y | +6.9% | -95.9% | +102.8% | +1.0% |
| All | +47.3% | -97.3% | +144.5% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling