+3.9%
CI vs TSLQ
-95.9%
+99.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.1% | -1.8% |
| 7D | -2.0% | -8.6% | +6.6% | -2.0% |
| 30D | -1.8% | -24.9% | +23.1% | -1.8% |
| 3M | -4.2% | -1.5% | -2.7% | -4.2% |
| 6M | +2.7% | -18.1% | +20.8% | +2.7% |
| YTD | +1.9% | -0.1% | +2.0% | +2.0% |
| 1Y | -6.3% | -51.4% | +45.1% | -6.2% |
| 3Y | +3.9% | -95.9% | +99.8% | +1.2% |
| All | +3.9% | -95.9% | +99.7% | +1.2% |
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