+66.7%
CG vs TSLQ
-97.3%
+163.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -6.4% | -8.0% | +1.6% | -7.5% |
| 30D | -7.1% | -23.8% | +16.7% | -10.4% |
| 3M | -1.6% | -7.0% | +5.4% | -0.1% |
| 6M | -8.3% | -17.1% | +8.8% | -7.2% |
| YTD | -23.8% | +0.1% | -23.9% | -19.6% |
| 1Y | -28.7% | -51.2% | +22.4% | -32.5% |
| 3Y | +49.2% | -95.9% | +145.1% | +19.0% |
| All | +66.7% | -97.3% | +163.9% | +38.4% |
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