+7.1%
CL vs TSLQ
-50.7%
+57.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -8.0% | +5.7% | -2.1% |
| 30D | -5.5% | -23.8% | +18.3% | -4.7% |
| 3M | +0.8% | -7.0% | +7.8% | +0.5% |
| 6M | -4.2% | -17.1% | +12.9% | -4.6% |
| YTD | +13.4% | +0.1% | +13.4% | +11.9% |
| 1Y | +7.1% | -51.2% | +58.2% | +6.7% |
| All | +7.1% | -50.7% | +57.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling