+24.2%
MDT vs TSLQ
-95.5%
+119.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -1.6% | +5.7% | -7.3% | -1.5% |
| 30D | +1.0% | -21.1% | +22.1% | +0.8% |
| 3M | +15.2% | -11.5% | +26.7% | +15.2% |
| 6M | +3.7% | -14.9% | +18.6% | +3.7% |
| YTD | -3.0% | +2.4% | -5.4% | -2.5% |
| 1Y | +2.5% | -49.8% | +52.2% | +1.6% |
| All | +24.2% | -95.5% | +119.8% | +21.6% |
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