-97.2%
TSLQ vs AMP
+166.0%
-263.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.8% |
| 7D | -8.6% | +2.6% | -11.2% | -5.3% |
| 30D | -24.9% | +0.8% | -25.7% | -23.7% |
| 3M | -1.5% | +24.3% | -25.8% | +30.3% |
| 6M | -18.1% | +20.6% | -38.6% | +4.2% |
| YTD | -0.1% | +14.6% | -14.7% | +20.6% |
| 1Y | -51.4% | +14.5% | -65.9% | -40.6% |
| 3Y | -95.9% | +67.9% | -163.9% | -90.5% |
| All | -97.2% | +166.0% | -263.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling