+423.2%
APH vs TSLQ
-97.3%
+520.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.7% | -2.2% |
| 7D | +0.2% | -8.6% | +8.8% | -0.7% |
| 30D | -3.3% | -24.9% | +21.5% | -6.3% |
| 3M | +14.0% | -1.5% | +15.6% | +16.4% |
| 6M | +24.4% | -18.1% | +42.5% | +25.8% |
| YTD | +21.4% | -0.1% | +21.5% | +26.6% |
| 1Y | +48.9% | -51.4% | +100.3% | +44.9% |
| 3Y | +290.1% | -95.9% | +386.0% | +232.4% |
| All | +423.2% | -97.3% | +520.4% | +362.2% |
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