+940.4%
APP vs TSLQ
-97.0%
+1,037.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | +5.5% |
| 7D | +0.9% | -5.8% | +6.7% | -0.5% |
| 30D | -23.3% | -22.1% | -1.2% | -27.7% |
| 3M | -42.6% | +10.1% | -52.7% | -37.8% |
| 6M | -33.6% | -6.8% | -26.8% | -29.4% |
| YTD | -52.4% | +8.5% | -61.0% | -46.2% |
| 1Y | -35.9% | -49.7% | +13.8% | -39.3% |
| 3Y | +642.2% | -95.6% | +737.8% | +463.4% |
| All | +940.4% | -97.0% | +1,037.5% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling