-96.7%
TSLQ vs AHR
+356.1%
-452.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.7% |
| 7D | -6.6% | -2.1% | -4.5% | -8.1% |
| 30D | -24.3% | +1.9% | -26.2% | -23.1% |
| 3M | -3.6% | +15.7% | -19.3% | +8.7% |
| 6M | -12.0% | +2.5% | -14.5% | -11.2% |
| YTD | +1.4% | +15.0% | -13.6% | +14.6% |
| 1Y | -43.6% | +28.1% | -71.7% | -27.5% |
| All | -96.7% | +356.1% | -452.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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