+234.1%
MTZ vs TSLQ
-97.0%
+331.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | +3.9% |
| 7D | -1.6% | -5.8% | +4.2% | -2.3% |
| 30D | -11.1% | -22.1% | +11.0% | -13.9% |
| 3M | -36.7% | +10.1% | -46.8% | -33.9% |
| 6M | -21.9% | -6.8% | -15.2% | -19.2% |
| YTD | +9.1% | +8.5% | +0.6% | +16.0% |
| 1Y | +30.0% | -49.7% | +79.7% | +27.2% |
| 3Y | +138.5% | -95.6% | +234.1% | +106.1% |
| All | +234.1% | -97.0% | +331.1% | +205.6% |
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