+327.3%
CAKE vs TSLQ
-97.2%
+424.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | -4.5% | -6.6% | +2.1% | -5.0% |
| 30D | -12.4% | -24.3% | +11.9% | -14.2% |
| 3M | +37.3% | -3.6% | +41.0% | +38.6% |
| 6M | +70.7% | -12.0% | +82.7% | +72.4% |
| YTD | +106.0% | +1.4% | +104.6% | +111.7% |
| 1Y | +79.7% | -43.6% | +123.2% | +75.9% |
| 3Y | +267.8% | -95.4% | +363.2% | +223.1% |
| All | +327.3% | -97.2% | +424.5% | +302.7% |
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 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