+40.2%
APH vs TSLQ
-50.7%
+91.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.6% | -8.0% | +9.6% | +0.8% |
| 30D | -3.0% | -23.8% | +20.8% | -5.9% |
| 3M | +5.7% | -7.0% | +12.8% | +7.6% |
| 6M | +20.0% | -17.1% | +37.1% | +21.7% |
| YTD | +20.8% | +0.1% | +20.7% | +25.4% |
| 1Y | +40.2% | -51.2% | +91.4% | +45.5% |
| All | +40.2% | -50.7% | +91.0% | +45.5% |
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