+47.0%
MSCI vs TSLQ
-97.0%
+144.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | +0.5% |
| 7D | +0.4% | -5.8% | +6.2% | +0.2% |
| 30D | +0.6% | -22.1% | +22.7% | -0.9% |
| 3M | -7.1% | +10.1% | -17.1% | -5.4% |
| 6M | +0.8% | -6.8% | +7.6% | +2.0% |
| YTD | +1.0% | +8.5% | -7.5% | +3.7% |
| 1Y | +4.3% | -49.7% | +54.0% | +1.5% |
| 3Y | +9.9% | -95.6% | +105.6% | -3.3% |
| All | +47.0% | -97.0% | +144.1% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling