+41.7%
CL vs TSLQ
-97.8%
+139.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.8% |
| 7D | +3.2% | -16.8% | +20.1% | +3.5% |
| 30D | +8.0% | -18.0% | +26.0% | +8.3% |
| 3M | +7.9% | -34.5% | +42.3% | +8.3% |
| 6M | +14.7% | -8.9% | +23.6% | +14.7% |
| YTD | +29.2% | -19.0% | +48.2% | +29.0% |
| 1Y | +29.5% | -38.2% | +67.7% | +29.7% |
| 3Y | +40.7% | -96.9% | +137.6% | +42.5% |
| All | +41.7% | -97.8% | +139.5% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling