-32.6%
MOD vs TSLQ
-17.8%
-14.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.4% | -27.9% | -19.7% |
| 7D | -31.3% | +9.8% | -41.2% | -29.2% |
| 30D | -46.1% | -6.0% | -40.1% | -46.2% |
| 3M | -51.1% | -35.0% | -16.1% | -54.9% |
| 6M | -62.1% | -24.9% | -37.1% | -61.4% |
| YTD | -26.2% | -12.7% | -13.5% | -19.5% |
| 1Y | -32.6% | -21.0% | -11.6% | -26.8% |
| All | -32.6% | -17.8% | -14.8% | -26.8% |
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