+108.7%
MA vs TSLQ
-97.8%
+206.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.5% |
| 7D | +1.3% | -16.8% | +18.1% | +0.5% |
| 30D | +9.6% | -18.0% | +27.6% | +8.9% |
| 3M | +16.8% | -34.5% | +51.3% | +15.0% |
| 6M | +35.2% | -8.9% | +44.1% | +36.4% |
| YTD | +16.6% | -19.0% | +35.6% | +17.6% |
| 1Y | +19.8% | -38.2% | +58.0% | +19.1% |
| 3Y | +70.7% | -96.9% | +167.6% | +52.5% |
| All | +108.7% | -97.8% | +206.5% | +94.7% |
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