+912.7%
APP vs TSLQ
-97.3%
+1,010.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | -4.8% |
| 7D | +0.1% | -8.6% | +8.7% | -2.2% |
| 30D | -10.0% | -24.9% | +14.9% | -16.2% |
| 3M | -44.6% | -1.5% | -43.1% | -41.9% |
| 6M | -37.9% | -18.1% | -19.8% | -36.2% |
| YTD | -53.7% | -0.1% | -53.6% | -48.8% |
| 1Y | -43.0% | -51.4% | +8.4% | -46.4% |
| 3Y | +640.8% | -95.9% | +736.7% | +454.0% |
| All | +912.7% | -97.3% | +1,010.0% | +640.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling