+232.0%
MS vs TSLQ
-97.3%
+329.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.6% |
| 7D | +2.5% | -8.6% | +11.0% | +1.5% |
| 30D | 0.0% | -24.9% | +24.8% | -3.0% |
| 3M | +2.4% | -1.5% | +4.0% | +4.4% |
| 6M | +36.4% | -18.1% | +54.5% | +37.6% |
| YTD | +23.8% | -0.1% | +23.9% | +28.8% |
| 1Y | +48.6% | -51.4% | +100.0% | +43.9% |
| 3Y | +179.1% | -95.9% | +275.1% | +140.3% |
| All | +232.0% | -97.3% | +329.2% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling