-41.3%
MOS vs TSLQ
-97.6%
+56.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.1% | +12.9% | +1.1% |
| 7D | +19.7% | +8.5% | +11.2% | +20.5% |
| 30D | +21.5% | -4.8% | +26.3% | +21.4% |
| 3M | -0.4% | -34.9% | +34.4% | -2.8% |
| 6M | +4.5% | -10.6% | +15.2% | +5.8% |
| YTD | -2.9% | -13.4% | +10.5% | -1.3% |
| 1Y | -7.7% | -25.9% | +18.2% | -7.0% |
| 3Y | -25.6% | -96.9% | +71.3% | -35.4% |
| All | -41.3% | -97.6% | +56.4% | -45.3% |
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