+364.9%
MXL vs TSLQ
-49.6%
+414.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.2% |
| 7D | +18.9% | -6.6% | +25.5% | +16.5% |
| 30D | +0.3% | -24.3% | +24.6% | -8.0% |
| 3M | -8.0% | -3.6% | -4.4% | -1.6% |
| 6M | +341.2% | -12.0% | +353.2% | +381.3% |
| YTD | +327.8% | +1.4% | +326.4% | +385.0% |
| 1Y | +364.9% | -43.6% | +408.5% | +396.7% |
| All | +364.9% | -49.6% | +414.5% | +396.7% |
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