-95.4%
TSLQ vs MKTX
-25.3%
-70.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -24.3% | +0.7% | -25.0% | -24.4% |
| 3M | -3.6% | +40.8% | -44.4% | -9.2% |
| 6M | -12.0% | -8.0% | -4.0% | -9.7% |
| YTD | +1.4% | -8.7% | +10.1% | +4.2% |
| 1Y | -43.6% | -11.8% | -31.7% | -41.8% |
| 3Y | -95.4% | -24.0% | -71.4% | -95.1% |
| All | -95.4% | -25.3% | -70.1% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling