-49.7%
TSLQ vs MKTX
-8.5%
-41.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -22.1% | +1.1% | -23.2% | -22.2% |
| 3M | +10.1% | +36.1% | -26.1% | +3.2% |
| 6M | -6.8% | -12.9% | +6.1% | +6.5% |
| YTD | +8.5% | -8.5% | +17.1% | +23.8% |
| 1Y | -49.7% | -7.5% | -42.2% | -46.8% |
| All | -49.7% | -8.5% | -41.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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