+297.0%
MXL vs TSLQ
-17.8%
+314.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.4% | -17.6% | -8.5% |
| 7D | -24.3% | +9.8% | -34.2% | -21.2% |
| 30D | -46.1% | -6.0% | -40.1% | -46.0% |
| 3M | -21.8% | -35.0% | +13.2% | -30.1% |
| 6M | -27.2% | -24.9% | -2.3% | -22.4% |
| YTD | +226.2% | -12.7% | +238.8% | +258.7% |
| 1Y | +297.0% | -21.0% | +318.0% | +326.9% |
| All | +297.0% | -17.8% | +314.8% | +326.9% |
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