+116.3%
CB vs TSLQ
-97.8%
+214.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +1.1% |
| 7D | +2.9% | -16.8% | +19.8% | +3.0% |
| 30D | +7.3% | -18.0% | +25.3% | +7.4% |
| 3M | +9.4% | -34.5% | +43.9% | +9.5% |
| 6M | +19.6% | -8.9% | +28.5% | +19.9% |
| YTD | +21.5% | -19.0% | +40.5% | +21.8% |
| 1Y | +28.0% | -38.2% | +66.2% | +28.0% |
| 3Y | +74.9% | -96.9% | +171.8% | +69.9% |
| All | +116.3% | -97.8% | +214.1% | +119.3% |
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