+49.3%
MOH vs TSLQ
-17.8%
+67.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.4% | +2.5% | +8.7% |
| 7D | +14.3% | +9.8% | +4.5% | +14.0% |
| 30D | +16.7% | -6.0% | +22.7% | +16.7% |
| 3M | +18.3% | -35.0% | +53.3% | +19.3% |
| 6M | +15.8% | -24.9% | +40.7% | +15.6% |
| YTD | +30.5% | -12.7% | +43.1% | +28.8% |
| 1Y | +49.3% | -21.0% | +70.3% | +46.9% |
| All | +49.3% | -17.8% | +67.0% | +46.9% |
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