+108.6%
MA vs TSLQ
-97.8%
+206.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | 0.0% |
| 7D | -1.8% | -7.3% | +5.5% | -1.9% |
| 30D | +11.0% | -13.2% | +24.3% | +10.6% |
| 3M | +17.9% | -37.6% | +55.5% | +15.8% |
| 6M | +33.2% | -9.3% | +42.5% | +34.3% |
| YTD | +16.5% | -19.1% | +35.5% | +17.5% |
| 1Y | +19.1% | -27.2% | +46.3% | +19.7% |
| 3Y | +70.6% | -97.1% | +167.6% | +51.5% |
| All | +108.6% | -97.8% | +206.3% | +94.6% |
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