-97.2%
TSLQ vs MDY
+74.3%
-171.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | -2.3% |
| 7D | -8.0% | -0.8% | -7.2% | -9.6% |
| 30D | -23.8% | -3.9% | -19.9% | -30.2% |
| 3M | -7.0% | 0.0% | -7.0% | -3.8% |
| 6M | -17.1% | +8.5% | -25.7% | +6.5% |
| YTD | +0.1% | +13.2% | -13.2% | +42.8% |
| 1Y | -51.2% | +15.0% | -66.2% | -25.8% |
| 3Y | -95.9% | +49.6% | -145.5% | -85.5% |
| All | -97.2% | +74.3% | -171.6% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling