-31.9%
CEG vs TSLQ
-17.8%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.4% | -13.2% | -5.9% |
| 7D | -4.8% | +9.8% | -14.6% | -3.6% |
| 30D | -8.2% | -6.0% | -2.1% | -8.4% |
| 3M | -7.9% | -35.0% | +27.1% | -11.5% |
| 6M | -23.2% | -24.9% | +1.7% | -23.6% |
| YTD | -30.1% | -12.7% | -17.5% | -26.3% |
| 1Y | -31.9% | -21.0% | -10.9% | -27.9% |
| All | -31.9% | -17.8% | -14.1% | -27.9% |
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