+303.5%
MXL vs TSLQ
-50.5%
+354.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +9.4% |
| 7D | +1.6% | -5.8% | +7.4% | -0.3% |
| 30D | -7.0% | -22.1% | +15.1% | -14.0% |
| 3M | -33.4% | +10.1% | -43.5% | -25.2% |
| 6M | +260.2% | -6.8% | +266.9% | +299.4% |
| YTD | +260.0% | +8.5% | +251.4% | +314.8% |
| 1Y | +303.5% | -49.7% | +353.2% | +349.2% |
| All | +303.5% | -50.5% | +354.0% | +349.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling