+408.3%
APH vs TSLQ
-97.8%
+506.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -1.6% |
| 7D | +0.4% | -7.3% | +7.7% | +0.1% |
| 30D | -8.0% | -13.2% | +5.2% | -8.6% |
| 3M | -5.0% | -37.6% | +32.6% | -8.8% |
| 6M | +29.9% | -9.3% | +39.2% | +33.9% |
| YTD | +18.0% | -19.1% | +37.0% | +21.5% |
| 1Y | +11.3% | -27.2% | +38.5% | +13.9% |
| 3Y | +274.9% | -97.1% | +372.0% | +208.5% |
| All | +408.3% | -97.8% | +506.0% | +343.6% |
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