+80.8%
CF vs TSLQ
-95.6%
+176.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -0.8% | -8.0% | +7.2% | -0.9% |
| 30D | +14.3% | -23.8% | +38.1% | +14.1% |
| 3M | +27.9% | -7.0% | +34.9% | +28.0% |
| 6M | +25.5% | -17.1% | +42.6% | +25.7% |
| YTD | +81.2% | +0.1% | +81.1% | +82.6% |
| 1Y | +66.5% | -51.2% | +117.7% | +64.9% |
| All | +80.8% | -95.6% | +176.4% | +82.0% |
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