+16.5%
MLM vs TSLQ
-97.1%
+113.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.5% |
| 7D | -2.0% | -26.6% | +24.6% | -3.6% |
| 30D | +9.5% | -17.5% | +27.0% | +8.7% |
| 3M | -4.7% | -41.7% | +37.0% | -7.0% |
| 6M | -10.7% | -16.9% | +6.2% | -10.2% |
| YTD | -16.6% | -21.9% | +5.4% | -15.8% |
| 1Y | -15.4% | -32.5% | +17.1% | -15.1% |
| All | +16.5% | -97.1% | +113.6% | +6.0% |
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 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