-14.1%
CG vs TSLQ
-17.8%
+3.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -1.9% | +5.2% |
| 7D | +9.4% | +9.8% | -0.4% | +10.5% |
| 30D | +8.7% | -6.0% | +14.8% | +8.2% |
| 3M | -15.0% | -35.0% | +20.0% | -18.3% |
| 6M | -13.2% | -24.9% | +11.7% | -14.3% |
| YTD | -26.2% | -12.7% | -13.5% | -25.1% |
| 1Y | -14.1% | -21.0% | +6.9% | -13.3% |
| All | -14.1% | -17.8% | +3.7% | -13.3% |
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