-1.5%
TSLQ vs MKC
+11.0%
-12.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.6% | -8.0% |
| 7D | -8.6% | -4.3% | -4.2% | -8.4% |
| 30D | -24.9% | -2.0% | -22.9% | -24.2% |
| 3M | -1.5% | +10.0% | -11.5% | -7.7% |
| All | -1.5% | +11.0% | -12.6% | -7.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling