+11.9%
MCD vs TSLQ
-97.0%
+108.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.0% | -13.5% | -1.5% |
| 7D | -2.8% | -5.8% | +3.0% | -2.8% |
| 30D | -6.0% | -22.1% | +16.1% | -6.1% |
| 3M | -5.6% | +10.1% | -15.6% | -5.4% |
| 6M | -21.9% | -6.8% | -15.1% | -21.8% |
| YTD | -14.7% | +8.5% | -23.2% | -14.4% |
| 1Y | -17.3% | -49.7% | +32.5% | -17.7% |
| 3Y | -2.2% | -95.6% | +93.5% | -5.2% |
| All | +11.9% | -97.0% | +108.9% | +11.3% |
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 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