+93.2%
CB vs TSLQ
-97.3%
+190.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.5% | -1.4% |
| 7D | -0.6% | -8.6% | +7.9% | -0.6% |
| 30D | -3.9% | -24.9% | +21.0% | -3.8% |
| 3M | +4.9% | -1.5% | +6.4% | +5.0% |
| 6M | +3.3% | -18.1% | +21.3% | +3.2% |
| YTD | +8.5% | -0.1% | +8.6% | +8.7% |
| 1Y | +22.1% | -51.4% | +73.4% | +21.3% |
| 3Y | +70.1% | -95.9% | +166.0% | +65.8% |
| All | +93.2% | -97.3% | +190.5% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling