+32.2%
MDB vs TSLQ
-97.0%
+129.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.0% | -16.1% | -1.9% |
| 7D | -17.4% | -5.8% | -11.7% | -17.9% |
| 30D | -2.0% | -22.1% | +20.1% | -5.1% |
| 3M | -3.0% | +10.1% | -13.1% | +2.5% |
| 6M | +48.7% | -6.8% | +55.4% | +54.2% |
| YTD | -12.1% | +8.5% | -20.7% | -5.0% |
| 1Y | +14.5% | -49.7% | +64.2% | +10.8% |
| 3Y | -6.1% | -95.6% | +89.5% | -30.1% |
| All | +32.2% | -97.0% | +129.2% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling