+100.4%
MSFT vs TSLQ
-97.3%
+197.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -8.0% | +7.0% | -1.6% |
| 30D | -2.7% | -23.8% | +21.1% | -4.7% |
| 3M | +22.1% | -7.0% | +29.1% | +22.9% |
| 6M | +20.6% | -17.1% | +37.7% | +21.1% |
| YTD | +2.3% | +0.1% | +2.3% | +5.1% |
| 1Y | -0.5% | -51.2% | +50.6% | -3.1% |
| 3Y | +50.5% | -95.9% | +146.4% | +32.2% |
| All | +100.4% | -97.3% | +197.6% | +78.4% |
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