+113.5%
MSFT vs TSLQ
-97.8%
+211.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.5% |
| 7D | -1.3% | -16.8% | +15.6% | -2.8% |
| 30D | -1.8% | -18.0% | +16.1% | -3.1% |
| 3M | +5.6% | -34.5% | +40.1% | +2.7% |
| 6M | +29.8% | -8.9% | +38.7% | +31.7% |
| YTD | +9.0% | -19.0% | +28.0% | +10.6% |
| 1Y | +4.9% | -38.2% | +43.2% | +4.1% |
| 3Y | +46.2% | -96.9% | +143.1% | +24.4% |
| All | +113.5% | -97.8% | +211.3% | +87.7% |
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