+33.7%
CFG vs TSLQ
-17.8%
+51.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +2.7% |
| 7D | +1.8% | +9.8% | -8.1% | +2.3% |
| 30D | +3.3% | -6.0% | +9.3% | +3.1% |
| 3M | -9.8% | -35.0% | +25.2% | -11.8% |
| 6M | +5.2% | -24.9% | +30.1% | +4.8% |
| YTD | +16.1% | -12.7% | +28.8% | +17.4% |
| 1Y | +33.7% | -21.0% | +54.7% | +34.5% |
| All | +33.7% | -17.8% | +51.4% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling