+34.8%
CF vs TSLQ
-17.8%
+52.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -4.9% |
| 7D | -6.9% | +9.8% | -16.7% | -7.6% |
| 30D | -3.7% | -6.0% | +2.3% | -3.4% |
| 3M | -5.0% | -35.0% | +30.0% | -2.1% |
| 6M | -10.5% | -24.9% | +14.5% | -9.6% |
| YTD | +46.5% | -12.7% | +59.2% | +48.1% |
| 1Y | +34.8% | -21.0% | +55.8% | +35.4% |
| All | +34.8% | -17.8% | +52.6% | +35.4% |
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