+29.9%
MDB vs TSLQ
-97.2%
+127.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.3% |
| 7D | -1.8% | -6.6% | +4.8% | -3.0% |
| 30D | -17.3% | -24.3% | +7.0% | -20.4% |
| 3M | +2.2% | -3.6% | +5.8% | +4.9% |
| 6M | +33.9% | -12.0% | +45.8% | +37.3% |
| YTD | -13.7% | +1.4% | -15.1% | -7.8% |
| 1Y | +9.1% | -43.6% | +52.6% | +7.6% |
| 3Y | -8.1% | -95.4% | +87.3% | -28.5% |
| All | +29.9% | -97.2% | +127.1% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling