+115.8%
MXL vs TSLQ
-97.2%
+213.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.3% |
| 7D | +18.9% | -6.6% | +25.5% | +16.9% |
| 30D | +0.3% | -24.3% | +24.6% | -6.2% |
| 3M | -8.0% | -3.6% | -4.4% | -2.9% |
| 6M | +341.2% | -12.0% | +353.2% | +374.3% |
| YTD | +327.8% | +1.4% | +326.4% | +380.6% |
| 1Y | +364.9% | -43.6% | +408.5% | +371.9% |
| 3Y | +229.2% | -95.4% | +324.6% | +158.7% |
| All | +115.8% | -97.2% | +213.1% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling