+20.9%
MDLZ vs TSLQ
-29.0%
+49.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | -0.4% | -26.6% | +26.2% | +0.9% |
| 30D | +8.2% | -17.5% | +25.7% | +8.9% |
| 3M | +8.0% | -41.7% | +49.7% | +10.0% |
| 6M | +9.7% | -16.9% | +26.7% | +10.0% |
| YTD | +26.9% | -21.9% | +48.8% | +28.3% |
| 1Y | +20.9% | -32.5% | +53.4% | +22.8% |
| All | +20.9% | -29.0% | +49.9% | +22.8% |
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