-34.6%
MP vs TSLQ
-17.8%
-16.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.5% | -3.5% |
| 7D | -12.5% | +9.8% | -22.4% | -10.4% |
| 30D | -23.3% | -6.0% | -17.3% | -23.8% |
| 3M | -24.4% | -35.0% | +10.6% | -30.0% |
| 6M | -45.8% | -24.9% | -20.8% | -46.5% |
| YTD | -28.9% | -12.7% | -16.3% | -26.3% |
| 1Y | -34.6% | -21.0% | -13.6% | -32.7% |
| All | -34.6% | -17.8% | -16.8% | -32.7% |
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