-1.5%
MCD vs TSLQ
-95.9%
+94.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | 0.0% |
| 7D | -2.0% | -8.6% | +6.5% | -2.0% |
| 30D | -6.1% | -24.9% | +18.7% | -6.2% |
| 3M | -7.3% | -1.5% | -5.7% | -7.2% |
| 6M | -20.9% | -18.1% | -2.9% | -20.9% |
| YTD | -14.7% | -0.1% | -14.5% | -14.5% |
| 1Y | -16.1% | -51.4% | +35.3% | -16.5% |
| 3Y | -1.5% | -95.9% | +94.4% | -5.0% |
| All | -1.5% | -95.9% | +94.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling