+429.7%
APH vs TSLQ
-97.0%
+526.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | +2.4% |
| 7D | +5.0% | -5.8% | +10.7% | +4.4% |
| 30D | -3.9% | -22.1% | +18.2% | -6.4% |
| 3M | +13.0% | +10.1% | +2.9% | +17.2% |
| 6M | +25.2% | -6.8% | +31.9% | +28.6% |
| YTD | +22.9% | +8.5% | +14.4% | +29.5% |
| 1Y | +47.8% | -49.7% | +97.6% | +44.4% |
| 3Y | +283.0% | -95.6% | +378.7% | +228.9% |
| All | +429.7% | -97.0% | +526.7% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling