+127.0%
MP vs TSLQ
-96.3%
+223.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.4% | +13.3% | +3.6% |
| 7D | -10.5% | +19.7% | -30.2% | -7.4% |
| 30D | -23.5% | +4.1% | -27.7% | -22.2% |
| 3M | -25.4% | -30.9% | +5.4% | -27.7% |
| 6M | -51.3% | -13.6% | -37.6% | -49.9% |
| YTD | -29.9% | -2.6% | -27.3% | -25.4% |
| 1Y | -31.8% | -10.4% | -21.4% | -27.8% |
| 3Y | +127.0% | -96.4% | +223.4% | +92.7% |
| All | +127.0% | -96.3% | +223.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling