+1,213.8%
APP vs TSLQ
-97.8%
+1,311.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.8% | +8.1% | +0.9% |
| 7D | +48.9% | -7.3% | +56.3% | +45.7% |
| 30D | +49.4% | -13.2% | +62.7% | +44.2% |
| 3M | +27.0% | -37.6% | +64.6% | +13.2% |
| 6M | -15.4% | -9.3% | -6.1% | -12.0% |
| YTD | -39.9% | -19.1% | -20.9% | -36.8% |
| 1Y | -32.0% | -27.2% | -4.8% | -29.3% |
| 3Y | +824.3% | -97.1% | +921.4% | +513.5% |
| All | +1,213.8% | -97.8% | +1,311.5% | +812.7% |
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