+73.6%
MLM vs TSLQ
-97.6%
+171.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.6% |
| 7D | -2.9% | +4.7% | -7.6% | -2.3% |
| 30D | +10.4% | -5.6% | +16.0% | +10.4% |
| 3M | -3.7% | -34.6% | +30.8% | -5.8% |
| 6M | -10.3% | -11.4% | +1.1% | -9.2% |
| YTD | -14.8% | -14.1% | -0.7% | -13.3% |
| 1Y | -13.9% | -20.7% | +6.9% | -12.5% |
| 3Y | +18.4% | -96.9% | +115.2% | +1.2% |
| All | +73.6% | -97.6% | +171.3% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling