+166.5%
MTZ vs TSLQ
-97.8%
+264.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.8% | +10.4% | +3.7% |
| 7D | +12.9% | -7.3% | +20.2% | +12.5% |
| 30D | -8.5% | -13.2% | +4.7% | -9.3% |
| 3M | -30.6% | -37.6% | +7.0% | -33.9% |
| 6M | -55.1% | -9.3% | -45.8% | -53.5% |
| YTD | -13.0% | -19.1% | +6.1% | -9.9% |
| 1Y | -4.3% | -27.2% | +22.9% | -1.5% |
| 3Y | +284.0% | -97.1% | +381.1% | +216.6% |
| All | +166.5% | -97.8% | +264.3% | +137.5% |
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