-55.4%
APP vs TSLQ
-17.8%
-37.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.4% | +4.2% | +12.2% |
| 7D | +4.5% | +9.8% | -5.3% | +6.8% |
| 30D | -3.6% | -6.0% | +2.4% | -4.8% |
| 3M | -35.3% | -35.0% | -0.3% | -41.6% |
| 6M | -42.8% | -24.9% | -17.8% | -43.7% |
| YTD | -59.7% | -12.7% | -47.0% | -56.2% |
| 1Y | -55.4% | -21.0% | -34.4% | -52.0% |
| All | -55.4% | -17.8% | -37.6% | -52.0% |
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