+378.0%
APH vs TSLQ
-97.3%
+475.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.4% | +12.5% | +3.0% |
| 7D | -5.9% | +19.7% | -25.6% | -3.1% |
| 30D | -14.8% | +4.1% | -18.9% | -13.4% |
| 3M | -12.4% | -30.9% | +18.4% | -14.8% |
| 6M | +8.1% | -13.6% | +21.7% | +10.7% |
| YTD | +10.9% | -2.6% | +13.5% | +17.0% |
| 1Y | +8.8% | -10.4% | +19.2% | +14.3% |
| 3Y | +262.1% | -96.4% | +358.4% | +205.9% |
| All | +378.0% | -97.3% | +475.3% | +326.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling