-32.7%
APP vs TSLQ
-29.0%
-3.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -3.3% |
| 7D | +10.6% | -26.6% | +37.1% | +6.0% |
| 30D | +44.6% | -17.5% | +62.1% | +39.4% |
| 3M | +29.6% | -41.7% | +71.3% | +14.6% |
| 6M | -19.8% | -16.9% | -2.8% | -16.2% |
| YTD | -41.6% | -21.9% | -19.7% | -37.8% |
| 1Y | -32.7% | -32.5% | -0.2% | -30.4% |
| All | -32.7% | -29.0% | -3.7% | -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