+25.0%
CL vs TSLQ
-97.3%
+122.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.6% | -0.3% |
| 7D | -1.4% | -8.6% | +7.2% | -1.3% |
| 30D | -5.2% | -24.9% | +19.7% | -4.9% |
| 3M | +3.3% | -1.5% | +4.8% | +3.1% |
| 6M | -4.4% | -18.1% | +13.7% | -4.4% |
| YTD | +13.9% | -0.1% | +14.0% | +13.6% |
| 1Y | +7.6% | -51.4% | +59.0% | +7.7% |
| 3Y | +29.6% | -95.9% | +125.5% | +31.2% |
| All | +25.0% | -97.3% | +122.2% | +31.5% |
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