-10.8%
MDLN vs TSLQ
+26.1%
-36.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +0.3% |
| 7D | +3.7% | -5.8% | +9.5% | +3.6% |
| 30D | -0.2% | -22.1% | +21.9% | -0.7% |
| 3M | +6.2% | +10.1% | -3.8% | +6.1% |
| 6M | -14.7% | -6.8% | -7.9% | -15.3% |
| YTD | -12.9% | +8.5% | -21.4% | -13.0% |
| All | -10.8% | +26.1% | -36.9% | -11.3% |
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 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