+19.0%
MSCI vs TSLQ
-17.8%
+36.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.4% | -1.0% | +5.4% |
| 7D | +11.5% | +9.8% | +1.6% | +11.4% |
| 30D | +22.1% | -6.0% | +28.1% | +22.0% |
| 3M | +18.4% | -35.0% | +53.4% | +18.4% |
| 6M | +16.6% | -24.9% | +41.6% | +16.4% |
| YTD | +18.8% | -12.7% | +31.5% | +18.0% |
| 1Y | +19.0% | -21.0% | +40.0% | +18.1% |
| All | +19.0% | -17.8% | +36.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling