+126.0%
MO vs TSLQ
-97.2%
+223.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.3% |
| 7D | -1.0% | +5.7% | -6.7% | -1.1% |
| 30D | +5.8% | -21.1% | +26.9% | +6.0% |
| 3M | -4.5% | -11.5% | +7.0% | -4.5% |
| 6M | +5.7% | -14.9% | +20.6% | +5.8% |
| YTD | +23.1% | +2.4% | +20.7% | +23.2% |
| 1Y | +10.9% | -49.8% | +60.7% | +11.0% |
| 3Y | +96.1% | -95.8% | +192.0% | +94.2% |
| All | +126.0% | -97.2% | +223.2% | +134.0% |
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