+19.9%
MDT vs TSLQ
-17.8%
+37.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.4% | -0.3% | +5.9% |
| 7D | +10.7% | +9.8% | +0.9% | +10.3% |
| 30D | +19.3% | -6.0% | +25.4% | +19.5% |
| 3M | +22.8% | -35.0% | +57.8% | +24.0% |
| 6M | +36.4% | -24.9% | +61.3% | +35.7% |
| YTD | +12.1% | -12.7% | +24.7% | +10.6% |
| 1Y | +19.9% | -21.0% | +40.9% | +18.5% |
| All | +19.9% | -17.8% | +37.7% | +18.5% |
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 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