+50.3%
APD vs TSLQ
-97.0%
+147.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -0.5% |
| 7D | -2.2% | -5.8% | +3.6% | -2.4% |
| 30D | +2.1% | -22.1% | +24.2% | +1.2% |
| 3M | +7.2% | +10.1% | -2.9% | +8.4% |
| 6M | +11.2% | -6.8% | +18.0% | +12.1% |
| YTD | +24.4% | +8.5% | +15.9% | +26.6% |
| 1Y | +6.7% | -49.7% | +56.4% | +5.0% |
| 3Y | +9.2% | -95.6% | +104.9% | +3.5% |
| All | +50.3% | -97.0% | +147.3% | +50.8% |
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