+82.5%
MA vs TSLQ
-97.0%
+179.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.1% | -0.5% |
| 7D | -2.7% | -5.8% | +3.1% | -2.9% |
| 30D | +1.5% | -22.1% | +23.6% | +0.5% |
| 3M | +20.4% | +10.1% | +10.4% | +22.0% |
| 6M | +11.1% | -6.8% | +17.9% | +12.0% |
| YTD | +2.0% | +8.5% | -6.6% | +3.9% |
| 1Y | -2.2% | -49.7% | +47.6% | -4.2% |
| 3Y | +41.9% | -95.6% | +137.5% | +29.5% |
| All | +82.5% | -97.0% | +179.6% | +72.1% |
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