-4.8%
MDB vs TSLQ
-32.4%
+27.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.4% | -0.7% |
| 7D | +6.8% | -16.8% | +23.7% | +2.4% |
| 30D | -6.2% | -18.0% | +11.8% | -8.7% |
| 3M | -29.2% | -34.5% | +5.2% | -32.6% |
| 6M | +10.3% | -8.9% | +19.2% | +14.1% |
| YTD | -20.4% | -19.0% | -1.4% | -18.4% |
| 1Y | -4.8% | -38.2% | +33.4% | -0.6% |
| All | -4.8% | -32.4% | +27.6% | -0.6% |
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