+79.3%
MNST vs TSLQ
-97.0%
+176.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -0.2% |
| 7D | -6.5% | -5.8% | -0.7% | -6.6% |
| 30D | -7.2% | -22.1% | +14.9% | -7.8% |
| 3M | -1.0% | +10.1% | -11.1% | -0.2% |
| 6M | +11.5% | -6.8% | +18.3% | +12.2% |
| YTD | +14.3% | +8.5% | +5.8% | +15.7% |
| 1Y | +38.1% | -49.7% | +87.8% | +37.0% |
| 3Y | +55.0% | -95.6% | +150.6% | +47.3% |
| All | +79.3% | -97.0% | +176.3% | +73.9% |
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