+10.5%
MO vs TSLQ
-50.5%
+60.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -1.5% |
| 7D | +0.3% | -5.8% | +6.1% | +0.6% |
| 30D | +0.6% | -22.1% | +22.7% | +1.7% |
| 3M | -1.0% | +10.1% | -11.0% | -1.7% |
| 6M | +4.3% | -6.8% | +11.1% | +4.3% |
| YTD | +23.3% | +8.5% | +14.7% | +23.1% |
| 1Y | +10.5% | -49.7% | +60.2% | +9.1% |
| All | +10.5% | -50.5% | +60.9% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling