+48.8%
CAVA vs TSLQ
-95.6%
+144.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.3% |
| 7D | -8.0% | -6.6% | -1.4% | -8.9% |
| 30D | -19.6% | -24.3% | +4.7% | -22.1% |
| 3M | -36.7% | -3.6% | -33.1% | -35.6% |
| 6M | -30.6% | -12.0% | -18.6% | -29.4% |
| YTD | -4.8% | +1.4% | -6.2% | -0.1% |
| 1Y | -13.1% | -43.6% | +30.4% | -15.4% |
| 3Y | +48.8% | -95.4% | +144.2% | +34.3% |
| All | +48.8% | -95.6% | +144.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling