+5.0%
MDLZ vs TSLQ
-97.1%
+102.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.2% |
| 7D | -0.4% | -26.6% | +26.2% | 0.0% |
| 30D | +8.2% | -17.5% | +25.7% | +8.4% |
| 3M | +8.0% | -41.7% | +49.7% | +8.5% |
| 6M | +9.7% | -16.9% | +26.7% | +9.8% |
| YTD | +26.9% | -21.9% | +48.8% | +27.1% |
| 1Y | +20.9% | -32.5% | +53.4% | +21.2% |
| All | +5.0% | -97.1% | +102.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling