-28.4%
MOH vs TSLQ
-97.2%
+68.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +1.7% | -6.6% | +8.3% | +1.6% |
| 30D | -0.9% | -24.3% | +23.4% | -1.4% |
| 3M | +5.7% | -3.6% | +9.3% | +6.0% |
| 6M | +39.1% | -12.0% | +51.1% | +39.5% |
| YTD | +17.7% | +1.4% | +16.3% | +18.6% |
| 1Y | +8.4% | -43.6% | +51.9% | +7.4% |
| 3Y | -36.6% | -95.4% | +58.8% | -42.5% |
| All | -28.4% | -97.2% | +68.9% | -36.3% |
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