+38.7%
MOD vs TSLQ
-49.0%
+87.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -3.0% |
| 7D | +6.3% | -8.6% | +14.9% | +4.4% |
| 30D | -1.7% | -24.9% | +23.2% | -7.2% |
| 3M | -30.1% | -1.5% | -28.6% | -27.5% |
| 6M | +2.7% | -18.1% | +20.8% | +5.9% |
| YTD | +44.1% | -0.1% | +44.2% | +55.5% |
| 1Y | +38.7% | -51.4% | +90.1% | +43.8% |
| All | +38.7% | -49.0% | +87.8% | +43.8% |
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