+27.1%
MRSH vs TSLQ
-97.2%
+124.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.8% | -6.6% | +1.8% | -4.8% |
| 30D | -6.3% | -24.3% | +18.0% | -6.5% |
| 3M | +5.8% | -3.6% | +9.4% | +5.9% |
| 6M | +2.8% | -12.0% | +14.7% | +2.9% |
| YTD | -3.1% | +1.4% | -4.5% | -2.6% |
| 1Y | -11.3% | -43.6% | +32.3% | -11.8% |
| 3Y | -5.0% | -95.4% | +90.4% | -8.2% |
| All | +27.1% | -97.2% | +124.3% | +24.4% |
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