-97.2%
TSLQ vs MKC
-30.8%
-66.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -8.0% | -4.3% | -3.7% | -8.4% |
| 30D | -23.8% | -3.1% | -20.7% | -24.0% |
| 3M | -7.0% | +6.8% | -13.8% | -6.4% |
| 6M | -17.1% | -18.3% | +1.2% | -20.6% |
| YTD | +0.1% | -23.1% | +23.1% | -5.6% |
| 1Y | -51.2% | -23.7% | -27.5% | -54.2% |
| 3Y | -95.9% | -31.0% | -64.9% | -96.2% |
| All | -97.2% | -30.8% | -66.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling