+112.5%
CB vs TSLQ
-97.6%
+210.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +0.7% | +4.7% | -4.0% | +0.7% |
| 30D | +8.2% | -5.6% | +13.7% | +8.2% |
| 3M | +6.3% | -34.6% | +40.9% | +6.4% |
| 6M | +16.2% | -11.4% | +27.6% | +16.4% |
| YTD | +19.3% | -14.1% | +33.4% | +19.6% |
| 1Y | +29.2% | -20.7% | +50.0% | +29.5% |
| 3Y | +71.4% | -96.9% | +168.3% | +66.3% |
| All | +112.5% | -97.6% | +210.1% | +115.3% |
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