+13.8%
MSCI vs TSLQ
-29.0%
+42.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.5% |
| 7D | -0.7% | -26.6% | +25.9% | -0.8% |
| 30D | +16.2% | -17.5% | +33.7% | +16.1% |
| 3M | +16.1% | -41.7% | +57.8% | +16.0% |
| 6M | +12.9% | -16.9% | +29.9% | +13.0% |
| YTD | +14.8% | -21.9% | +36.7% | +14.4% |
| 1Y | +13.8% | -32.5% | +46.3% | +13.0% |
| All | +13.8% | -29.0% | +42.7% | +13.0% |
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