+81.3%
CF vs TSLQ
-97.0%
+178.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.0% | -15.2% | -3.0% |
| 7D | +6.0% | -5.8% | +11.8% | +5.9% |
| 30D | +14.8% | -22.1% | +36.9% | +14.4% |
| 3M | +14.1% | +10.1% | +4.0% | +14.8% |
| 6M | +28.5% | -6.8% | +35.3% | +29.0% |
| YTD | +74.9% | +8.5% | +66.4% | +76.9% |
| 1Y | +61.7% | -49.7% | +111.4% | +59.4% |
| 3Y | +80.3% | -95.6% | +176.0% | +70.6% |
| All | +81.3% | -97.0% | +178.3% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling