+19.8%
MDT vs TSLQ
-97.3%
+117.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.3% | -8.0% | +7.7% | -0.5% |
| 30D | +2.8% | -23.8% | +26.6% | +2.3% |
| 3M | +13.1% | -7.0% | +20.1% | +13.3% |
| 6M | +2.3% | -17.1% | +19.4% | +2.4% |
| YTD | -2.7% | +0.1% | -2.7% | -2.0% |
| 1Y | +0.9% | -51.2% | +52.0% | -0.3% |
| 3Y | +26.8% | -95.9% | +122.7% | +20.4% |
| All | +19.8% | -97.3% | +117.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling