+78.2%
MMM vs TSLQ
-97.2%
+175.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.2% |
| 7D | -2.1% | -6.6% | +4.5% | -2.6% |
| 30D | -9.8% | -24.3% | +14.5% | -11.3% |
| 3M | +4.9% | -3.6% | +8.5% | +5.8% |
| 6M | +7.3% | -12.0% | +19.3% | +8.3% |
| YTD | +4.5% | +1.4% | +3.1% | +6.9% |
| 1Y | +5.4% | -43.6% | +48.9% | +4.1% |
| 3Y | +98.6% | -95.4% | +194.0% | +83.8% |
| All | +78.2% | -97.2% | +175.4% | +70.4% |
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