+42.3%
MSCI vs TSLQ
-97.3%
+139.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.1% | -8.0% | +6.9% | -1.5% |
| 30D | -1.2% | -23.8% | +22.6% | -2.7% |
| 3M | -8.4% | -7.0% | -1.4% | -7.9% |
| 6M | -1.0% | -17.1% | +16.1% | -0.7% |
| YTD | -2.3% | +0.1% | -2.3% | -0.2% |
| 1Y | -1.2% | -51.2% | +50.0% | -3.9% |
| 3Y | +7.9% | -95.9% | +103.8% | -5.3% |
| All | +42.3% | -97.3% | +139.6% | +26.4% |
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