+78.9%
MA vs TSLQ
-97.3%
+176.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.5% | -8.0% | +4.5% | -3.8% |
| 30D | +0.8% | -23.8% | +24.6% | -0.4% |
| 3M | +14.8% | -7.0% | +21.8% | +15.2% |
| 6M | +10.0% | -17.1% | +27.1% | +10.2% |
| YTD | -0.1% | +0.1% | -0.2% | +1.4% |
| 1Y | -2.2% | -51.2% | +49.0% | -4.4% |
| 3Y | +39.3% | -95.9% | +135.2% | +26.9% |
| All | +78.9% | -97.3% | +176.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling