+64.1%
MNST vs TSLQ
-97.1%
+161.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.3% |
| 7D | -4.7% | -26.6% | +21.8% | -5.3% |
| 30D | +5.2% | -17.5% | +22.7% | +4.9% |
| 3M | -0.9% | -41.7% | +40.8% | -1.8% |
| 6M | +6.1% | -16.9% | +23.1% | +6.4% |
| YTD | +18.9% | -21.9% | +40.8% | +19.3% |
| 1Y | +29.3% | -32.5% | +61.8% | +29.5% |
| All | +64.1% | -97.1% | +161.2% | +60.3% |
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