+146.1%
CAKE vs TSLQ
-17.8%
+163.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.8% | +4.7% |
| 7D | +9.1% | +9.8% | -0.7% | +9.2% |
| 30D | +5.8% | -6.0% | +11.9% | +5.8% |
| 3M | +9.3% | -35.0% | +44.3% | +9.3% |
| 6M | +96.1% | -24.9% | +121.1% | +96.1% |
| YTD | +131.4% | -12.7% | +144.1% | +132.3% |
| 1Y | +146.1% | -21.0% | +167.1% | +146.7% |
| All | +146.1% | -17.8% | +163.8% | +146.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling