+50.3%
CG vs TSLQ
-97.8%
+148.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.7% |
| 7D | +0.2% | -16.8% | +17.0% | -2.6% |
| 30D | +11.2% | -18.0% | +29.1% | +8.7% |
| 3M | -22.1% | -34.5% | +12.4% | -25.9% |
| 6M | -17.9% | -8.9% | -9.0% | -15.4% |
| YTD | -31.3% | -19.0% | -12.3% | -29.1% |
| 1Y | -24.0% | -38.2% | +14.2% | -24.7% |
| 3Y | +45.0% | -96.9% | +141.9% | +9.7% |
| All | +50.3% | -97.8% | +148.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling