+19.7%
MCD vs TSLQ
-97.9%
+117.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.4% |
| 7D | -1.6% | -26.6% | +25.0% | -1.7% |
| 30D | +16.0% | -17.5% | +33.5% | +15.9% |
| 3M | 0.0% | -41.7% | +41.6% | -0.3% |
| 6M | +0.9% | -16.9% | +17.9% | +1.1% |
| YTD | -8.7% | -21.9% | +13.2% | -8.5% |
| 1Y | -8.6% | -32.5% | +24.0% | -8.5% |
| 3Y | +9.9% | -97.2% | +107.0% | +5.9% |
| All | +19.7% | -97.9% | +117.6% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling