+32.2%
MCHP vs TSLQ
-97.3%
+129.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.3% | -8.0% | +8.3% | -1.1% |
| 30D | -9.8% | -23.8% | +14.0% | -14.0% |
| 3M | -19.7% | -7.0% | -12.7% | -17.5% |
| 6M | +13.6% | -17.1% | +30.7% | +16.8% |
| YTD | +16.5% | +0.1% | +16.5% | +25.2% |
| 1Y | +15.7% | -51.2% | +66.9% | +11.0% |
| 3Y | 0.0% | -95.9% | +95.9% | -22.1% |
| All | +32.2% | -97.3% | +129.5% | +5.9% |
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