+234.2%
MS vs TSLQ
-97.0%
+331.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +1.7% |
| 7D | +1.4% | -5.8% | +7.2% | +0.9% |
| 30D | -0.3% | -22.1% | +21.8% | -2.7% |
| 3M | +0.3% | +10.1% | -9.8% | +3.8% |
| 6M | +31.3% | -6.8% | +38.1% | +34.6% |
| YTD | +24.7% | +8.5% | +16.1% | +31.0% |
| 1Y | +47.9% | -49.7% | +97.6% | +43.8% |
| 3Y | +178.3% | -95.6% | +274.0% | +141.3% |
| All | +234.2% | -97.0% | +331.3% | +202.8% |
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 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