+41.5%
MSCI vs TSLQ
-97.3%
+138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.2% | -4.3% |
| 7D | -2.1% | -8.6% | +6.5% | -2.6% |
| 30D | -1.7% | -24.9% | +23.1% | -3.4% |
| 3M | -8.2% | -1.5% | -6.7% | -7.3% |
| 6M | -2.4% | -18.1% | +15.6% | -2.2% |
| YTD | -2.8% | -0.1% | -2.7% | -0.7% |
| 1Y | -2.7% | -51.4% | +48.7% | -5.4% |
| 3Y | +7.3% | -95.9% | +103.2% | -5.9% |
| All | +41.5% | -97.3% | +138.8% | +25.7% |
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