+23.4%
MCD vs TSLQ
-97.6%
+121.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +7.3% | +4.7% | +2.6% | +7.3% |
| 30D | +20.0% | -5.6% | +25.5% | +19.9% |
| 3M | +3.8% | -34.6% | +38.4% | +3.6% |
| 6M | +3.8% | -11.4% | +15.1% | +3.9% |
| YTD | -5.9% | -14.1% | +8.2% | -5.6% |
| 1Y | -3.2% | -20.7% | +17.5% | -3.0% |
| 3Y | +13.3% | -96.9% | +110.2% | +9.2% |
| All | +23.4% | -97.6% | +121.1% | +22.7% |
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