-43.6%
TSLQ vs MKC
-23.2%
-20.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -6.6% | -1.5% | -5.1% | -6.0% |
| 30D | -24.3% | -3.1% | -21.2% | -23.3% |
| 3M | -3.6% | +5.2% | -8.8% | -7.5% |
| 6M | -12.0% | -12.8% | +0.9% | -7.4% |
| YTD | +1.4% | -23.3% | +24.7% | +15.4% |
| 1Y | -43.6% | -24.1% | -19.4% | -39.0% |
| All | -43.6% | -23.2% | -20.4% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling