+987.9%
MRNA vs TSLQ
-17.8%
+1,005.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.4% | +6.7% | +15.6% |
| 7D | +20.6% | +9.8% | +10.8% | +24.9% |
| 30D | +27.1% | -6.0% | +33.2% | +25.6% |
| 3M | +353.4% | -35.0% | +388.4% | +311.2% |
| 6M | +446.3% | -24.9% | +471.2% | +419.1% |
| YTD | +776.2% | -12.7% | +788.8% | +750.3% |
| 1Y | +987.9% | -21.0% | +1,008.9% | +949.6% |
| All | +987.9% | -17.8% | +1,005.7% | +949.6% |
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