+63.0%
CAKE vs TSLQ
-13.6%
+76.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.4% |
| 7D | -5.6% | +5.7% | -11.3% | -5.7% |
| 30D | -10.5% | -21.1% | +10.6% | -10.4% |
| 3M | +43.6% | -11.5% | +55.1% | +44.7% |
| 6M | +63.0% | -14.9% | +78.0% | +60.6% |
| All | +63.0% | -13.6% | +76.7% | +60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling