-35.9%
APP vs TSLQ
-50.5%
+14.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | +4.8% |
| 7D | +0.9% | -5.8% | +6.7% | -0.3% |
| 30D | -23.3% | -22.1% | -1.2% | -27.0% |
| 3M | -42.6% | +10.1% | -52.7% | -38.5% |
| 6M | -33.6% | -6.8% | -26.8% | -30.6% |
| YTD | -52.4% | +8.5% | -61.0% | -48.5% |
| 1Y | -35.9% | -49.7% | +13.8% | -30.4% |
| All | -35.9% | -50.5% | +14.6% | -30.4% |
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