+19.3%
MLM vs TSLQ
-96.3%
+115.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -2.3% |
| 7D | -4.1% | +19.7% | -23.8% | -3.0% |
| 30D | +8.2% | +4.1% | +4.1% | +8.7% |
| 3M | -3.6% | -30.9% | +27.3% | -5.0% |
| 6M | -15.6% | -13.6% | -1.9% | -15.0% |
| YTD | -16.4% | -2.6% | -13.8% | -14.6% |
| 1Y | -14.3% | -10.4% | -3.9% | -12.6% |
| 3Y | +19.3% | -96.4% | +115.7% | +9.3% |
| All | +19.3% | -96.3% | +115.6% | +9.3% |
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