+407.8%
CEG vs TSLQ
-97.2%
+505.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.6% |
| 7D | -4.8% | -6.6% | +1.8% | -5.6% |
| 30D | +2.3% | -24.3% | +26.6% | -1.1% |
| 3M | +15.6% | -3.6% | +19.2% | +17.2% |
| 6M | -5.0% | -12.0% | +6.9% | -3.3% |
| YTD | -19.0% | +1.4% | -20.4% | -15.2% |
| 1Y | -10.0% | -43.6% | +33.6% | -11.0% |
| 3Y | +163.9% | -95.4% | +259.3% | +129.6% |
| All | +407.8% | -97.2% | +505.0% | +363.3% |
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