+1,653.7%
MOD vs TSLQ
-97.0%
+1,750.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.0% | -7.7% | +7.0% |
| 7D | +9.6% | -5.8% | +15.4% | +8.5% |
| 30D | 0.0% | -22.1% | +22.1% | -4.6% |
| 3M | -35.4% | +10.1% | -45.4% | -30.8% |
| 6M | -7.3% | -6.8% | -0.5% | -1.8% |
| YTD | +45.8% | +8.5% | +37.3% | +61.3% |
| 1Y | +43.1% | -49.7% | +92.9% | +39.0% |
| 3Y | +297.7% | -95.6% | +393.3% | +219.7% |
| All | +1,653.7% | -97.0% | +1,750.7% | +1,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling