-44.2%
CAG vs TSLQ
-97.2%
+53.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -2.7% |
| 7D | -5.9% | +5.7% | -11.6% | -5.9% |
| 30D | -1.5% | -21.1% | +19.5% | -1.4% |
| 3M | +11.5% | -11.5% | +23.0% | +11.4% |
| 6M | -15.7% | -14.9% | -0.8% | -15.8% |
| YTD | -10.2% | +2.4% | -12.6% | -10.4% |
| 1Y | -18.1% | -49.8% | +31.7% | -18.2% |
| 3Y | -39.4% | -95.8% | +56.4% | -39.5% |
| All | -44.2% | -97.2% | +53.0% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling