+62.3%
CF vs TSLQ
-49.0%
+111.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +1.2% |
| 7D | -0.9% | -8.6% | +7.6% | -0.5% |
| 30D | +18.1% | -24.9% | +43.0% | +19.8% |
| 3M | +23.4% | -1.5% | +24.9% | +22.5% |
| 6M | +17.1% | -18.1% | +35.2% | +17.7% |
| YTD | +76.2% | -0.1% | +76.3% | +77.6% |
| 1Y | +62.3% | -51.4% | +113.6% | +64.3% |
| All | +62.3% | -49.0% | +111.3% | +64.3% |
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 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