+125.8%
CFG vs TSLQ
-97.8%
+223.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.6% | +0.2% |
| 7D | -0.8% | -7.3% | +6.5% | -1.2% |
| 30D | +3.1% | -13.2% | +16.4% | +2.2% |
| 3M | -9.7% | -37.6% | +27.9% | -13.3% |
| 6M | +6.7% | -9.3% | +16.0% | +8.9% |
| YTD | +15.2% | -19.1% | +34.2% | +17.5% |
| 1Y | +28.8% | -27.2% | +56.0% | +30.4% |
| 3Y | +190.1% | -97.1% | +287.1% | +134.2% |
| All | +125.8% | -97.8% | +223.6% | +95.5% |
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 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