+180.2%
MS vs TSLQ
-97.3%
+277.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.8% | -1.6% |
| 7D | -1.6% | +19.7% | -21.2% | +1.1% |
| 30D | -3.8% | +4.1% | -7.9% | -2.5% |
| 3M | -14.6% | -30.9% | +16.3% | -17.1% |
| 6M | -5.1% | -13.6% | +8.6% | -3.4% |
| YTD | +4.5% | -2.6% | +7.1% | +9.5% |
| 1Y | +13.5% | -10.4% | +24.0% | +18.5% |
| 3Y | +160.4% | -96.4% | +256.8% | +120.5% |
| All | +180.2% | -97.3% | +277.6% | +153.1% |
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