+137.1%
MOD vs TSLQ
-96.3%
+233.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +3.8% |
| 7D | -25.5% | +19.7% | -45.2% | -21.4% |
| 30D | -49.0% | +4.1% | -53.1% | -47.4% |
| 3M | -49.8% | -30.9% | -18.9% | -52.1% |
| 6M | -64.8% | -13.6% | -51.1% | -62.9% |
| YTD | -27.6% | -2.6% | -25.1% | -19.8% |
| 1Y | -35.2% | -10.4% | -24.8% | -28.4% |
| 3Y | +137.1% | -96.4% | +233.5% | +98.7% |
| All | +137.1% | -96.3% | +233.4% | +98.7% |
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