+419.5%
CAT vs TSLQ
-97.3%
+516.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.0% | +9.0% | +0.2% |
| 7D | +5.6% | -8.6% | +14.1% | +4.7% |
| 30D | -2.3% | -24.9% | +22.5% | -4.8% |
| 3M | -10.0% | -1.5% | -8.5% | -8.4% |
| 6M | +21.2% | -18.1% | +39.3% | +22.6% |
| YTD | +44.4% | -0.1% | +44.6% | +49.6% |
| 1Y | +96.3% | -51.4% | +147.7% | +92.8% |
| 3Y | +203.9% | -95.9% | +299.8% | +170.5% |
| All | +419.5% | -97.3% | +516.8% | +391.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling