-11.5%
MP vs TSLQ
-10.8%
-0.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +4.3% |
| 7D | -2.9% | -5.8% | +2.9% | -4.2% |
| 30D | +13.8% | -22.1% | +35.9% | +8.1% |
| 3M | -16.7% | +10.1% | -26.7% | -11.5% |
| 6M | -11.5% | -6.8% | -4.7% | -4.5% |
| All | -11.5% | -10.8% | -0.7% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling