+3.8%
CAT vs TSLQ
-22.7%
+26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.5% |
| 7D | -6.3% | +4.7% | -11.0% | -4.9% |
| 30D | -26.8% | -5.6% | -21.2% | -26.5% |
| 3M | -30.0% | -34.6% | +4.5% | -33.1% |
| 6M | -34.6% | -11.4% | -23.2% | -32.2% |
| YTD | +2.9% | -14.1% | +17.0% | +6.9% |
| All | +3.8% | -22.7% | +26.5% | +7.4% |
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