+8.1%
APH vs TSLQ
-19.1%
+27.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.4% | +12.5% | +2.6% |
| 7D | -5.9% | +19.7% | -25.6% | -2.4% |
| 30D | -14.8% | +4.1% | -18.9% | -12.9% |
| 3M | -12.4% | -30.9% | +18.4% | -14.5% |
| 6M | +8.1% | -13.6% | +21.7% | +13.8% |
| All | +8.1% | -19.1% | +27.2% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling