+147.5%
MAR vs TSLQ
-97.2%
+244.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.6% |
| 7D | -0.5% | -6.6% | +6.1% | -1.1% |
| 30D | -5.4% | -24.3% | +18.9% | -7.4% |
| 3M | -15.5% | -3.6% | -11.9% | -14.6% |
| 6M | +3.0% | -12.0% | +14.9% | +4.2% |
| YTD | +8.5% | +1.4% | +7.1% | +11.8% |
| 1Y | +26.0% | -43.6% | +69.5% | +23.6% |
| 3Y | +68.6% | -95.4% | +164.0% | +49.5% |
| All | +147.5% | -97.2% | +244.7% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling