-14.9%
TSLQ vs MDY
+7.7%
-22.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | -0.5% |
| 7D | +5.7% | -2.5% | +8.2% | -2.5% |
| 30D | -21.1% | -5.0% | -16.0% | -32.6% |
| 3M | -11.5% | +0.5% | -12.0% | -7.7% |
| 6M | -14.9% | +8.0% | -22.9% | +9.0% |
| All | -14.9% | +7.7% | -22.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · 6 months rolling