+69.2%
MLM vs TSLQ
-97.0%
+166.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.8% | +2.0% |
| 7D | -2.9% | -5.8% | +2.9% | -3.2% |
| 30D | -6.8% | -22.1% | +15.3% | -8.2% |
| 3M | -11.2% | +10.1% | -21.3% | -9.5% |
| 6M | -21.8% | -6.8% | -15.1% | -20.8% |
| YTD | -17.0% | +8.5% | -25.5% | -14.5% |
| 1Y | -16.4% | -49.7% | +33.4% | -18.2% |
| 3Y | +14.5% | -95.6% | +110.1% | +1.3% |
| All | +69.2% | -97.0% | +166.2% | +54.3% |
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 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