+101.2%
MMM vs TSLQ
-97.9%
+199.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.6% |
| 7D | -0.8% | -26.6% | +25.8% | -2.7% |
| 30D | +14.4% | -17.5% | +31.9% | +13.4% |
| 3M | +1.8% | -41.7% | +43.5% | -1.2% |
| 6M | +31.3% | -16.9% | +48.2% | +32.1% |
| YTD | +18.0% | -21.9% | +39.9% | +19.1% |
| 1Y | +10.9% | -32.5% | +43.4% | +11.1% |
| 3Y | +160.6% | -97.2% | +257.8% | +130.9% |
| All | +101.2% | -97.9% | +199.0% | +89.9% |
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