+34.0%
CDE vs TSLQ
-49.6%
+83.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +0.9% |
| 7D | -3.1% | -6.6% | +3.5% | -4.7% |
| 30D | +9.5% | -24.3% | +33.8% | +3.1% |
| 3M | +25.5% | -3.6% | +29.1% | +29.6% |
| 6M | -7.9% | -12.0% | +4.1% | -3.2% |
| YTD | +15.6% | +1.4% | +14.2% | +25.6% |
| 1Y | +34.0% | -43.6% | +77.6% | +38.0% |
| All | +34.0% | -49.6% | +83.7% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling