+104.0%
MMM vs TSLQ
-97.8%
+201.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | -0.6% |
| 7D | -2.6% | -7.3% | +4.7% | -2.8% |
| 30D | +17.4% | -13.2% | +30.6% | +16.7% |
| 3M | +3.6% | -37.6% | +41.2% | +1.1% |
| 6M | +33.0% | -9.3% | +42.3% | +34.7% |
| YTD | +19.6% | -19.1% | +38.7% | +21.1% |
| 1Y | +14.0% | -27.2% | +41.2% | +14.9% |
| 3Y | +164.3% | -97.1% | +261.4% | +134.7% |
| All | +104.0% | -97.8% | +201.8% | +93.1% |
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