+23.1%
MCD vs TSLQ
-97.6%
+120.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.1% | +12.9% | +1.7% |
| 7D | +5.9% | +8.5% | -2.5% | +6.0% |
| 30D | +19.6% | -4.8% | +24.4% | +19.6% |
| 3M | +3.3% | -34.9% | +38.1% | +3.1% |
| 6M | +3.5% | -10.6% | +14.1% | +3.7% |
| YTD | -6.1% | -13.4% | +7.3% | -5.9% |
| 1Y | -3.7% | -25.9% | +22.2% | -3.6% |
| 3Y | +13.4% | -96.9% | +110.3% | +9.2% |
| All | +23.1% | -97.6% | +120.7% | +22.4% |
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