-21.0%
TSLQ vs AMP
+18.6%
-39.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.5% | +2.0% | +7.9% |
| 7D | +9.8% | +7.7% | +2.2% | +12.7% |
| 30D | -6.0% | +6.6% | -12.6% | -4.0% |
| 3M | -35.0% | -4.7% | -30.3% | -37.0% |
| 6M | -24.9% | +12.9% | -37.8% | -21.8% |
| YTD | -12.7% | +8.6% | -21.3% | -5.3% |
| 1Y | -21.0% | +18.2% | -39.2% | -5.1% |
| All | -21.0% | +18.6% | -39.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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