+27.6%
MDB vs TSLQ
-97.3%
+124.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.0% | +4.5% | -4.9% |
| 7D | -18.0% | -8.6% | -9.4% | -19.1% |
| 30D | -10.7% | -24.9% | +14.2% | -14.2% |
| 3M | +1.0% | -1.5% | +2.5% | +4.2% |
| 6M | +31.6% | -18.1% | +49.7% | +33.3% |
| YTD | -15.2% | -0.1% | -15.1% | -9.6% |
| 1Y | +10.1% | -51.4% | +61.5% | +5.9% |
| 3Y | -5.6% | -95.9% | +90.3% | -30.3% |
| All | +27.6% | -97.3% | +124.9% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling