+67.8%
CF vs TSLQ
-97.0%
+164.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | +4.8% | -16.8% | +21.6% | +4.7% |
| 30D | +4.7% | -18.0% | +22.7% | +4.6% |
| 3M | +7.4% | -34.5% | +41.9% | +7.2% |
| 6M | +0.6% | -8.9% | +9.5% | +1.0% |
| YTD | +64.1% | -19.0% | +83.1% | +65.2% |
| 1Y | +51.4% | -38.2% | +89.6% | +51.3% |
| 3Y | +67.8% | -96.9% | +164.7% | +64.0% |
| All | +67.8% | -97.0% | +164.8% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling