+1.5%
CARR vs TSLQ
-95.6%
+97.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | -3.8% | -6.6% | +2.8% | -4.2% |
| 30D | -8.9% | -24.3% | +15.4% | -10.5% |
| 3M | -17.3% | -3.6% | -13.7% | -16.6% |
| 6M | -1.4% | -12.0% | +10.6% | -0.3% |
| YTD | +10.0% | +1.4% | +8.6% | +12.7% |
| 1Y | -6.4% | -43.6% | +37.2% | -7.2% |
| 3Y | +1.5% | -95.4% | +96.9% | -0.5% |
| All | +1.5% | -95.6% | +97.1% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling