-97.2%
TSLQ vs MTB
+82.5%
-179.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -0.7% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | -24.3% | -4.8% | -19.5% | -27.7% |
| 3M | -3.6% | +6.0% | -9.6% | +2.3% |
| 6M | -12.0% | +19.6% | -31.6% | +4.9% |
| YTD | +1.4% | +21.5% | -20.1% | +23.3% |
| 1Y | -43.6% | +24.7% | -68.3% | -29.6% |
| 3Y | -95.4% | +108.6% | -204.0% | -90.2% |
| All | -97.2% | +82.5% | -179.7% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling