+62.3%
CF vs TSLQ
-97.3%
+159.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +0.6% |
| 7D | -3.2% | +19.7% | -22.9% | -2.9% |
| 30D | +4.3% | +4.1% | +0.2% | +4.4% |
| 3M | +2.8% | -30.9% | +33.7% | +2.2% |
| 6M | +0.6% | -13.6% | +14.2% | +0.8% |
| YTD | +56.6% | -2.6% | +59.2% | +58.2% |
| 1Y | +49.6% | -10.4% | +60.1% | +50.8% |
| 3Y | +61.5% | -96.4% | +157.9% | +50.9% |
| All | +62.3% | -97.3% | +159.7% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling