+27.5%
MCK vs TSLQ
-0.4%
+27.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +21.8% | -21.5% | -1.2% |
| 7D | +9.3% | +32.9% | -23.6% | +7.1% |
| 30D | +16.3% | +15.4% | +1.0% | +14.9% |
| 3M | +22.3% | -23.7% | +46.0% | +23.8% |
| 6M | +34.1% | -10.1% | +44.2% | +32.5% |
| YTD | +31.1% | +6.3% | +24.7% | +29.6% |
| 1Y | +27.5% | +4.6% | +22.9% | +25.8% |
| All | +27.5% | -0.4% | +27.8% | +25.8% |
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