+18.6%
MDT vs TSLQ
-97.2%
+115.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -3.4% | -6.6% | +3.2% | -3.5% |
| 30D | +0.2% | -24.3% | +24.5% | -0.3% |
| 3M | +14.3% | -3.6% | +17.9% | +14.5% |
| 6M | +4.0% | -12.0% | +16.0% | +4.2% |
| YTD | -3.7% | +1.4% | -5.1% | -3.0% |
| 1Y | -0.4% | -43.6% | +43.2% | -1.1% |
| 3Y | +23.3% | -95.4% | +118.7% | +18.2% |
| All | +18.6% | -97.2% | +115.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling