+28.5%
CF vs TSLQ
-10.8%
+39.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.0% | -15.2% | -4.5% |
| 7D | +6.0% | -5.8% | +11.8% | +6.5% |
| 30D | +14.8% | -22.1% | +36.9% | +18.0% |
| 3M | +14.1% | +10.1% | +4.0% | +9.2% |
| 6M | +28.5% | -6.8% | +35.3% | +25.1% |
| All | +28.5% | -10.8% | +39.3% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling