-1.5%
TSLQ vs MNDY
-1.4%
-0.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.1% | +0.2% | -9.7% |
| 7D | -8.6% | -13.3% | +4.7% | -11.5% |
| 30D | -24.9% | -10.2% | -14.7% | -26.0% |
| 3M | -1.5% | -0.1% | -1.4% | -0.9% |
| All | -1.5% | -1.4% | -0.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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