+38.2%
CFG vs TSLQ
-50.7%
+88.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.6% | -8.0% | +7.4% | -0.9% |
| 30D | -4.5% | -23.8% | +19.2% | -5.8% |
| 3M | +6.3% | -7.0% | +13.3% | +7.0% |
| 6M | +20.6% | -17.1% | +37.7% | +21.0% |
| YTD | +21.2% | +0.1% | +21.2% | +22.9% |
| 1Y | +38.2% | -51.2% | +89.4% | +40.2% |
| All | +38.2% | -50.7% | +88.9% | +40.2% |
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