+127.6%
MOD vs TSLQ
-97.1%
+224.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -1.4% |
| 7D | +16.1% | -26.6% | +42.7% | +8.7% |
| 30D | -38.5% | -17.5% | -21.0% | -39.7% |
| 3M | -46.8% | -41.7% | -5.1% | -51.0% |
| 6M | -61.6% | -16.9% | -44.7% | -60.0% |
| YTD | -20.5% | -21.9% | +1.4% | -16.0% |
| 1Y | -28.0% | -32.5% | +4.5% | -25.2% |
| All | +127.6% | -97.1% | +224.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling