-45.3%
APP vs TSLQ
-50.7%
+5.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.4% | -8.0% | +3.6% | -6.0% |
| 30D | -10.0% | -23.8% | +13.8% | -14.9% |
| 3M | -41.4% | -7.0% | -34.4% | -39.6% |
| 6M | -41.0% | -17.1% | -23.9% | -39.8% |
| YTD | -54.7% | +0.1% | -54.8% | -51.6% |
| 1Y | -45.3% | -51.2% | +5.8% | -38.1% |
| All | -45.3% | -50.7% | +5.4% | -38.1% |
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