+427.0%
MPC vs TSLQ
-97.0%
+524.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +0.9% |
| 7D | +5.4% | -5.8% | +11.2% | +5.2% |
| 30D | +31.0% | -22.1% | +53.1% | +29.5% |
| 3M | +46.0% | +10.1% | +36.0% | +48.1% |
| 6M | +77.3% | -6.8% | +84.1% | +78.8% |
| YTD | +141.9% | +8.5% | +133.4% | +147.0% |
| 1Y | +120.9% | -49.7% | +170.6% | +117.0% |
| 3Y | +182.7% | -95.6% | +278.3% | +162.2% |
| All | +427.0% | -97.0% | +524.0% | +413.1% |
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