+77.3%
MRK vs TSLQ
-97.3%
+174.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.7% | -8.0% | +5.3% | -2.7% |
| 30D | +12.7% | -23.8% | +36.5% | +12.6% |
| 3M | +24.2% | -7.0% | +31.3% | +24.2% |
| 6M | +27.8% | -17.1% | +44.9% | +27.7% |
| YTD | +42.2% | +0.1% | +42.2% | +42.3% |
| 1Y | +80.2% | -51.2% | +131.4% | +79.6% |
| 3Y | +48.4% | -95.9% | +144.3% | +46.7% |
| All | +77.3% | -97.3% | +174.5% | +81.8% |
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