+77.6%
MMM vs TSLQ
-97.3%
+174.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -2.6% | -8.0% | +5.4% | -3.0% |
| 30D | -9.3% | -23.8% | +14.5% | -10.7% |
| 3M | +5.6% | -7.0% | +12.6% | +6.2% |
| 6M | +9.5% | -17.1% | +26.6% | +10.0% |
| YTD | +4.1% | +0.1% | +4.1% | +6.4% |
| 1Y | +9.4% | -51.2% | +60.6% | +7.0% |
| 3Y | +101.0% | -95.9% | +196.9% | +83.5% |
| All | +77.6% | -97.3% | +174.8% | +69.7% |
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