+433.1%
CEG vs TSLQ
-97.0%
+530.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.0% | -7.1% | +6.5% |
| 7D | +8.0% | -5.8% | +13.8% | +7.2% |
| 30D | +12.9% | -22.1% | +35.0% | +9.5% |
| 3M | +13.2% | +10.1% | +3.1% | +17.3% |
| 6M | -7.0% | -6.8% | -0.2% | -4.6% |
| YTD | -15.0% | +8.5% | -23.5% | -10.2% |
| 1Y | -2.7% | -49.7% | +47.0% | -5.4% |
| 3Y | +184.1% | -95.6% | +279.7% | +145.2% |
| All | +433.1% | -97.0% | +530.2% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling