+65.9%
MSCI vs TSLQ
-97.6%
+163.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +0.1% |
| 7D | +1.5% | +8.5% | -7.0% | +2.2% |
| 30D | +14.4% | -4.8% | +19.2% | +14.4% |
| 3M | +15.2% | -34.9% | +50.1% | +12.7% |
| 6M | +11.2% | -10.6% | +21.8% | +12.4% |
| YTD | +13.9% | -13.4% | +27.3% | +15.8% |
| 1Y | +12.5% | -25.9% | +38.4% | +13.3% |
| 3Y | +32.3% | -96.9% | +129.2% | +10.9% |
| All | +65.9% | -97.6% | +163.5% | +46.6% |
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