+280.0%
CAT vs TSLQ
-97.8%
+377.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -0.4% |
| 7D | +7.4% | -16.8% | +24.3% | +5.5% |
| 30D | -19.7% | -18.0% | -1.7% | -20.6% |
| 3M | -29.6% | -34.5% | +4.9% | -31.6% |
| 6M | -33.2% | -8.9% | -24.3% | -31.6% |
| YTD | +5.7% | -19.0% | +24.7% | +8.2% |
| 1Y | +9.3% | -38.2% | +47.6% | +9.6% |
| 3Y | +158.3% | -96.9% | +255.2% | +124.7% |
| All | +280.0% | -97.8% | +377.8% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling