+1,122.2%
MOD vs TSLQ
-97.8%
+1,219.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.7% | +24.1% | +28.7% |
| 7D | +40.4% | -16.8% | +57.3% | +34.8% |
| 30D | -14.0% | -18.0% | +4.0% | -16.0% |
| 3M | -33.3% | -34.5% | +1.1% | -37.2% |
| 6M | -51.4% | -8.9% | -42.5% | -48.4% |
| YTD | +1.6% | -19.0% | +20.6% | +8.3% |
| 1Y | +5.4% | -38.2% | +43.6% | +6.7% |
| 3Y | +191.0% | -96.9% | +287.9% | +119.7% |
| All | +1,122.2% | -97.8% | +1,219.9% | +954.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling