+82.1%
MMM vs TSLQ
-97.0%
+179.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.8% | +1.0% |
| 7D | -3.3% | -5.8% | +2.5% | -3.6% |
| 30D | -7.0% | -22.1% | +15.1% | -8.4% |
| 3M | +10.8% | +10.1% | +0.8% | +12.9% |
| 6M | +5.8% | -6.8% | +12.5% | +7.1% |
| YTD | +6.8% | +8.5% | -1.8% | +9.7% |
| 1Y | +10.4% | -49.7% | +60.1% | +8.1% |
| 3Y | +104.7% | -95.6% | +200.3% | +87.6% |
| All | +82.1% | -97.0% | +179.1% | +74.9% |
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 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