+24.4%
CL vs TSLQ
-97.3%
+121.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -8.0% | +5.7% | -2.2% |
| 30D | -5.5% | -23.8% | +18.3% | -5.2% |
| 3M | +0.8% | -7.0% | +7.8% | +0.7% |
| 6M | -4.2% | -17.1% | +12.9% | -4.3% |
| YTD | +13.4% | +0.1% | +13.4% | +13.1% |
| 1Y | +7.1% | -51.2% | +58.2% | +7.2% |
| 3Y | +29.0% | -95.9% | +124.9% | +30.6% |
| All | +24.4% | -97.3% | +121.7% | +30.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling