+227.1%
MTZ vs TSLQ
-97.2%
+324.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.2% |
| 7D | 0.0% | +5.7% | -5.7% | +0.9% |
| 30D | -14.8% | -21.1% | +6.3% | -17.3% |
| 3M | -30.8% | -11.5% | -19.3% | -30.2% |
| 6M | -22.6% | -14.9% | -7.7% | -20.9% |
| YTD | +6.8% | +2.4% | +4.4% | +12.7% |
| 1Y | +22.1% | -49.8% | +71.9% | +19.5% |
| 3Y | +153.1% | -95.8% | +248.9% | +117.6% |
| All | +227.1% | -97.2% | +324.3% | +197.0% |
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