+93.8%
CB vs TSLQ
-97.3%
+191.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.5% | -8.0% | +7.5% | -0.5% |
| 30D | -3.1% | -23.8% | +20.7% | -3.0% |
| 3M | +4.2% | -7.0% | +11.2% | +4.2% |
| 6M | +4.7% | -17.1% | +21.8% | +4.7% |
| YTD | +8.8% | +0.1% | +8.8% | +9.1% |
| 1Y | +22.6% | -51.2% | +73.8% | +21.9% |
| 3Y | +70.6% | -95.9% | +166.5% | +66.3% |
| All | +93.8% | -97.3% | +191.0% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling