+100.7%
MSFT vs TSLQ
-97.2%
+197.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.4% |
| 7D | -3.5% | +5.7% | -9.1% | -2.9% |
| 30D | -2.1% | -21.1% | +19.0% | -3.8% |
| 3M | +24.2% | -11.5% | +35.7% | +24.4% |
| 6M | +21.9% | -14.9% | +36.8% | +22.7% |
| YTD | +2.5% | +2.4% | 0.0% | +5.5% |
| 1Y | -0.8% | -49.8% | +49.0% | -3.1% |
| 3Y | +50.8% | -95.8% | +146.6% | +32.7% |
| All | +100.7% | -97.2% | +197.9% | +79.0% |
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 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