+270.1%
CAT vs TSLQ
-97.6%
+367.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.5% |
| 7D | -6.3% | +4.7% | -11.0% | -5.3% |
| 30D | -26.8% | -5.6% | -21.2% | -26.6% |
| 3M | -30.0% | -34.6% | +4.5% | -32.1% |
| 6M | -34.6% | -11.4% | -23.2% | -33.1% |
| YTD | +2.9% | -14.1% | +17.0% | +6.0% |
| 1Y | +3.3% | -20.7% | +24.0% | +6.2% |
| 3Y | +153.7% | -96.9% | +250.6% | +120.8% |
| All | +270.1% | -97.6% | +367.8% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling