-97.2%
TSLQ vs MKC
-31.0%
-66.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.0% |
| 7D | -6.6% | -1.5% | -5.1% | -6.7% |
| 30D | -24.3% | -3.1% | -21.2% | -24.5% |
| 3M | -3.6% | +5.2% | -8.8% | -3.1% |
| 6M | -12.0% | -12.8% | +0.9% | -14.6% |
| YTD | +1.4% | -23.3% | +24.7% | -4.4% |
| 1Y | -43.6% | -24.1% | -19.4% | -47.2% |
| 3Y | -95.4% | -32.1% | -63.3% | -95.7% |
| All | -97.2% | -31.0% | -66.2% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling