+23.3%
CAVA vs TSLQ
-96.0%
+119.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.1% |
| 7D | -12.4% | +5.7% | -18.1% | -11.6% |
| 30D | -11.2% | -21.1% | +9.9% | -13.5% |
| 3M | -33.8% | -11.5% | -22.3% | -33.5% |
| 6M | -32.5% | -14.9% | -17.6% | -31.8% |
| YTD | -8.0% | +2.4% | -10.4% | -3.4% |
| 1Y | -17.1% | -49.8% | +32.6% | -20.8% |
| 3Y | +37.8% | -95.8% | +133.6% | +13.0% |
| All | +23.3% | -96.0% | +119.3% | +4.8% |
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