+95.4%
CAT vs TSLQ
-50.5%
+145.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.3% | +3.3% |
| 7D | +1.7% | -5.8% | +7.5% | +1.1% |
| 30D | -6.6% | -22.1% | +15.5% | -9.3% |
| 3M | -13.3% | +10.1% | -23.3% | -9.8% |
| 6M | +11.6% | -6.8% | +18.4% | +15.2% |
| YTD | +42.9% | +8.5% | +34.4% | +50.0% |
| 1Y | +95.4% | -49.7% | +145.2% | +106.0% |
| All | +95.4% | -50.5% | +145.9% | +106.0% |
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