-10.5%
MDB vs TSLQ
-97.0%
+86.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +1.0% |
| 7D | +3.0% | -7.3% | +10.3% | +2.6% |
| 30D | -11.3% | -13.2% | +1.9% | -12.0% |
| 3M | -23.0% | -37.6% | +14.6% | -25.9% |
| 6M | +14.8% | -9.3% | +24.1% | +18.3% |
| YTD | -19.4% | -19.1% | -0.4% | -16.6% |
| 1Y | -9.0% | -27.2% | +18.2% | -6.3% |
| All | -10.5% | -97.0% | +86.5% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling