+142.5%
CFG vs TSLQ
-97.0%
+239.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | +1.3% |
| 7D | +1.5% | -5.8% | +7.3% | +1.1% |
| 30D | -3.8% | -22.1% | +18.3% | -6.1% |
| 3M | +11.5% | +10.1% | +1.4% | +14.9% |
| 6M | +19.2% | -6.8% | +26.0% | +21.6% |
| YTD | +23.7% | +8.5% | +15.2% | +29.3% |
| 1Y | +38.8% | -49.7% | +88.6% | +34.1% |
| 3Y | +178.9% | -95.6% | +274.5% | +137.5% |
| All | +142.5% | -97.0% | +239.5% | +115.0% |
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