+36.6%
MP vs TSLQ
-97.8%
+134.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +4.2% |
| 7D | +9.5% | -16.8% | +26.3% | +6.1% |
| 30D | -3.0% | -18.0% | +15.0% | -5.0% |
| 3M | -30.4% | -34.5% | +4.1% | -33.6% |
| 6M | -39.2% | -8.9% | -30.3% | -36.6% |
| YTD | -23.3% | -19.0% | -4.3% | -19.8% |
| 1Y | -32.6% | -38.2% | +5.6% | -32.2% |
| 3Y | +159.3% | -96.9% | +256.2% | +84.8% |
| All | +36.6% | -97.8% | +134.4% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling