+427.9%
MPC vs TSLQ
-97.6%
+525.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -8.8% | +4.7% | -13.5% | -8.4% |
| 30D | -14.4% | -5.6% | -8.8% | -14.4% |
| 3M | +21.9% | -34.6% | +56.5% | +20.0% |
| 6M | +60.1% | -11.4% | +71.5% | +61.4% |
| YTD | +142.3% | -14.1% | +156.4% | +145.5% |
| 1Y | +101.7% | -20.7% | +122.4% | +103.8% |
| 3Y | +184.8% | -96.9% | +281.6% | +160.4% |
| All | +427.9% | -97.6% | +525.5% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling