-97.1%
TSLQ vs MKC
-31.3%
-65.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.3% |
| 7D | +5.7% | -2.8% | +8.5% | +5.4% |
| 30D | -21.1% | -3.4% | -17.7% | -21.3% |
| 3M | -11.5% | +3.8% | -15.3% | -11.2% |
| 6M | -14.9% | -17.9% | +3.0% | -18.3% |
| YTD | +2.4% | -23.6% | +26.0% | -3.5% |
| 1Y | -49.8% | -23.1% | -26.7% | -52.7% |
| 3Y | -95.8% | -31.5% | -64.3% | -96.1% |
| All | -97.1% | -31.3% | -65.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling