+120.9%
MPC vs TSLQ
-50.5%
+171.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +0.5% |
| 7D | +5.4% | -5.8% | +11.2% | +5.4% |
| 30D | +31.0% | -22.1% | +53.1% | +30.5% |
| 3M | +46.0% | +10.1% | +36.0% | +46.4% |
| 6M | +77.3% | -6.8% | +84.1% | +77.9% |
| YTD | +141.9% | +8.5% | +133.4% | +144.8% |
| 1Y | +120.9% | -49.7% | +170.6% | +126.4% |
| All | +120.9% | -50.5% | +171.4% | +126.4% |
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