+10.9%
MCD vs TSLQ
-97.3%
+108.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | -8.0% | +5.1% | -2.9% |
| 30D | -6.7% | -23.8% | +17.0% | -6.9% |
| 3M | -9.6% | -7.0% | -2.5% | -9.5% |
| 6M | -22.3% | -17.1% | -5.2% | -22.3% |
| YTD | -15.4% | +0.1% | -15.5% | -15.2% |
| 1Y | -16.8% | -51.2% | +34.4% | -17.2% |
| 3Y | -2.4% | -95.9% | +93.5% | -5.4% |
| All | +10.9% | -97.3% | +108.1% | +10.3% |
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