-25.6%
CG vs TSLQ
-50.5%
+24.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -0.5% |
| 7D | -4.3% | -5.8% | +1.5% | -4.6% |
| 30D | -5.1% | -22.1% | +17.0% | -6.8% |
| 3M | +8.7% | +10.1% | -1.4% | +11.1% |
| 6M | -9.2% | -6.8% | -2.5% | -8.2% |
| YTD | -18.9% | +8.5% | -27.4% | -17.2% |
| 1Y | -25.6% | -49.7% | +24.1% | -21.3% |
| All | -25.6% | -50.5% | +24.8% | -21.3% |
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