+242.7%
CCL vs TSLQ
-97.8%
+340.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | +0.3% |
| 7D | -1.2% | -16.8% | +15.7% | -4.3% |
| 30D | +13.1% | -18.0% | +31.1% | +10.5% |
| 3M | +3.4% | -34.5% | +37.9% | -2.4% |
| 6M | +18.7% | -8.9% | +27.6% | +23.3% |
| YTD | -2.3% | -19.0% | +16.7% | +1.6% |
| 1Y | +14.2% | -38.2% | +52.4% | +13.3% |
| 3Y | +133.6% | -96.9% | +230.5% | +65.4% |
| All | +242.7% | -97.8% | +340.5% | +183.0% |
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