+414.1%
CAT vs TSLQ
-97.0%
+511.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.3% | +3.0% |
| 7D | +1.7% | -5.8% | +7.5% | +1.3% |
| 30D | -6.6% | -22.1% | +15.5% | -8.6% |
| 3M | -13.3% | +10.1% | -23.3% | -10.6% |
| 6M | +11.6% | -6.8% | +18.4% | +14.3% |
| YTD | +42.9% | +8.5% | +34.4% | +49.2% |
| 1Y | +95.4% | -49.7% | +145.2% | +92.7% |
| 3Y | +196.6% | -95.6% | +292.2% | +165.7% |
| All | +414.1% | -97.0% | +511.2% | +390.7% |
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 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