+424.1%
CEG vs TSLQ
-97.3%
+521.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +1.3% | -8.0% | +9.3% | +0.3% |
| 30D | +8.8% | -23.8% | +32.6% | +5.3% |
| 3M | +17.0% | -7.0% | +24.0% | +18.1% |
| 6M | -8.7% | -17.1% | +8.4% | -7.9% |
| YTD | -16.4% | +0.1% | -16.5% | -12.7% |
| 1Y | -1.8% | -51.2% | +49.4% | -4.8% |
| 3Y | +175.8% | -95.9% | +271.7% | +136.0% |
| All | +424.1% | -97.3% | +521.4% | +377.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling