+92.1%
CAT vs TSLQ
-49.1%
+141.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.0% |
| 7D | +0.6% | +5.7% | -5.1% | +1.5% |
| 30D | -4.5% | -21.1% | +16.5% | -7.1% |
| 3M | -5.8% | -11.5% | +5.7% | -5.2% |
| 6M | +12.7% | -14.9% | +27.7% | +15.1% |
| YTD | +41.4% | +2.4% | +39.0% | +47.4% |
| 1Y | +92.1% | -49.8% | +141.8% | +99.7% |
| All | +92.1% | -49.1% | +141.1% | +99.7% |
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 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