+68.8%
MLM vs TSLQ
-97.8%
+166.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -0.5% |
| 7D | -0.9% | -16.8% | +16.0% | -2.1% |
| 30D | +9.0% | -18.0% | +27.0% | +8.0% |
| 3M | -5.6% | -34.5% | +28.9% | -7.6% |
| 6M | -10.7% | -8.9% | -1.8% | -9.4% |
| YTD | -17.2% | -19.0% | +1.8% | -16.0% |
| 1Y | -14.2% | -38.2% | +24.0% | -14.5% |
| 3Y | +15.6% | -96.9% | +112.5% | -0.8% |
| All | +68.8% | -97.8% | +166.6% | +51.6% |
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 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