+194.5%
MS vs TSLQ
-97.8%
+292.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +1.2% |
| 7D | +5.1% | -16.8% | +21.9% | +2.9% |
| 30D | +5.7% | -18.0% | +23.6% | +4.0% |
| 3M | -12.2% | -34.5% | +22.3% | -15.3% |
| 6M | -0.5% | -8.9% | +8.4% | +1.9% |
| YTD | +9.8% | -19.0% | +28.8% | +12.6% |
| 1Y | +17.7% | -38.2% | +55.9% | +17.3% |
| 3Y | +176.8% | -96.9% | +273.7% | +130.3% |
| All | +194.5% | -97.8% | +292.2% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling