+143.4%
MAR vs TSLQ
-97.2%
+240.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.5% |
| 7D | -2.1% | +5.7% | -7.8% | -1.5% |
| 30D | -5.7% | -21.1% | +15.4% | -7.3% |
| 3M | -14.6% | -11.5% | -3.1% | -14.4% |
| 6M | +1.3% | -14.9% | +16.3% | +2.2% |
| YTD | +6.7% | +2.4% | +4.3% | +10.0% |
| 1Y | +26.4% | -49.8% | +76.2% | +22.6% |
| 3Y | +64.7% | -95.8% | +160.5% | +43.7% |
| All | +143.4% | -97.2% | +240.6% | +128.0% |
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