+14.5%
MDLZ vs TSLQ
-97.2%
+111.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +1.9% | -6.6% | +8.5% | +1.9% |
| 30D | +0.4% | -24.3% | +24.7% | +0.5% |
| 3M | -0.6% | -3.6% | +3.0% | -0.6% |
| 6M | +14.7% | -12.0% | +26.7% | +14.8% |
| YTD | +18.0% | +1.4% | +16.6% | +18.1% |
| 1Y | +4.1% | -43.6% | +47.7% | +4.0% |
| 3Y | -4.6% | -95.4% | +90.8% | -5.7% |
| All | +14.5% | -97.2% | +111.7% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling