+8.6%
CI vs TSLQ
-97.0%
+105.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.5% |
| 7D | -1.3% | -7.3% | +6.0% | -1.3% |
| 30D | +6.4% | -13.2% | +19.6% | +6.5% |
| 3M | +10.7% | -37.6% | +48.3% | +10.8% |
| 6M | +5.5% | -9.3% | +14.8% | +5.6% |
| YTD | +11.4% | -19.1% | +30.4% | +11.5% |
| 1Y | +15.0% | -27.2% | +42.2% | +15.2% |
| All | +8.6% | -97.0% | +105.7% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling