+174.3%
CCL vs TSLQ
-97.0%
+271.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +2.3% |
| 7D | -5.0% | -5.8% | +0.7% | -5.9% |
| 30D | -20.3% | -22.1% | +1.7% | -23.5% |
| 3M | -15.1% | +10.1% | -25.2% | -10.6% |
| 6M | -15.1% | -6.8% | -8.3% | -11.5% |
| YTD | -21.8% | +8.5% | -30.3% | -15.6% |
| 1Y | -24.8% | -49.7% | +24.9% | -28.4% |
| 3Y | +51.9% | -95.6% | +147.5% | +16.3% |
| All | +174.3% | -97.0% | +271.3% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling