-44.6%
CAG vs TSLQ
-97.2%
+52.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -5.7% | -6.6% | +0.9% | -5.6% |
| 30D | -2.4% | -24.3% | +21.9% | -2.3% |
| 3M | +9.8% | -3.6% | +13.4% | +9.7% |
| 6M | -10.8% | -12.0% | +1.1% | -10.9% |
| YTD | -10.8% | +1.4% | -12.2% | -11.0% |
| 1Y | -19.0% | -43.6% | +24.6% | -19.0% |
| 3Y | -39.7% | -95.4% | +55.7% | -39.8% |
| All | -44.6% | -97.2% | +52.6% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling