+29.9%
MCHP vs TSLQ
-17.8%
+47.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.7% | -2.0% |
| 7D | -5.4% | +9.8% | -15.2% | -3.5% |
| 30D | -7.5% | -6.0% | -1.5% | -8.0% |
| 3M | -6.0% | -35.0% | +29.0% | -12.2% |
| 6M | -20.1% | -24.9% | +4.9% | -19.0% |
| YTD | +20.2% | -12.7% | +32.9% | +24.3% |
| 1Y | +29.9% | -21.0% | +50.9% | +32.9% |
| All | +29.9% | -17.8% | +47.7% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling