+53.1%
MNST vs TSLQ
-95.9%
+149.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.4% | -1.7% |
| 7D | -4.1% | -8.6% | +4.5% | -4.3% |
| 30D | -4.5% | -24.9% | +20.4% | -5.0% |
| 3M | -2.5% | -1.5% | -0.9% | -2.1% |
| 6M | +14.1% | -18.1% | +32.2% | +14.4% |
| YTD | +12.6% | -0.1% | +12.7% | +13.4% |
| 1Y | +36.9% | -51.4% | +88.3% | +36.1% |
| 3Y | +53.1% | -95.9% | +149.0% | +50.7% |
| All | +53.1% | -95.9% | +149.0% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling