+101.3%
MSFT vs TSLQ
-97.3%
+198.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -1.9% |
| 7D | -1.4% | -8.6% | +7.2% | -2.0% |
| 30D | -1.0% | -24.9% | +23.9% | -3.2% |
| 3M | +20.2% | -1.5% | +21.7% | +21.7% |
| 6M | +21.3% | -18.1% | +39.3% | +21.7% |
| YTD | +2.8% | -0.1% | +2.9% | +5.6% |
| 1Y | 0.0% | -51.4% | +51.3% | -2.6% |
| 3Y | +51.2% | -95.9% | +147.2% | +32.8% |
| All | +101.3% | -97.3% | +198.6% | +79.2% |
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