-14.6%
MRNA vs TSLQ
-97.2%
+82.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +1.1% |
| 7D | -8.2% | +5.7% | -13.9% | -7.3% |
| 30D | +125.6% | -21.1% | +146.6% | +121.1% |
| 3M | +197.1% | -11.5% | +208.6% | +199.1% |
| 6M | +148.5% | -14.9% | +163.4% | +153.2% |
| YTD | +363.3% | +2.4% | +360.9% | +383.8% |
| 1Y | +462.0% | -49.8% | +511.8% | +448.8% |
| 3Y | +26.9% | -95.8% | +122.7% | +8.2% |
| All | -14.6% | -97.2% | +82.6% | -23.3% |
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