+399.7%
CEG vs TSLQ
-97.8%
+497.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.2% |
| 7D | +12.1% | -16.8% | +28.9% | +9.5% |
| 30D | +0.2% | -18.0% | +18.2% | -1.4% |
| 3M | +0.7% | -34.5% | +35.2% | -3.3% |
| 6M | +2.2% | -8.9% | +11.2% | +5.3% |
| YTD | -20.3% | -19.0% | -1.3% | -18.0% |
| 1Y | -16.1% | -38.2% | +22.1% | -16.3% |
| 3Y | +134.7% | -96.9% | +231.6% | +95.0% |
| All | +399.7% | -97.8% | +497.5% | +348.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling