-97.2%
TSLQ vs MNDY
-16.2%
-81.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | -0.9% |
| 7D | -8.0% | -14.1% | +6.1% | -12.6% |
| 30D | -23.8% | -8.5% | -15.3% | -25.3% |
| 3M | -7.0% | -2.5% | -4.5% | -6.1% |
| 6M | -17.1% | +0.1% | -17.2% | -14.3% |
| YTD | +0.1% | -45.0% | +45.1% | -17.6% |
| 1Y | -51.2% | -58.1% | +6.9% | -63.7% |
| 3Y | -95.9% | -52.6% | -43.3% | -96.0% |
| All | -97.2% | -16.2% | -81.0% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling