-26.3%
APH vs TSLQ
-50.5%
+24.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.6% | -53.4% | -46.9% |
| 7D | -48.7% | -2.7% | -46.0% | -48.4% |
| 30D | -51.9% | -22.1% | -29.8% | -52.9% |
| 3M | -43.6% | +10.1% | -53.6% | -40.9% |
| 6M | -37.5% | -6.8% | -30.8% | -35.2% |
| YTD | -38.6% | +8.5% | -47.2% | -35.3% |
| 1Y | -26.3% | -49.7% | +23.4% | -20.5% |
| All | -26.3% | -50.5% | +24.2% | -20.5% |
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 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