+37.6%
CL vs TSLQ
-96.3%
+133.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.2% | -2.0% |
| 7D | +1.3% | +19.7% | -18.4% | +1.0% |
| 30D | +11.4% | +4.1% | +7.2% | +11.2% |
| 3M | +4.4% | -30.9% | +35.3% | +4.8% |
| 6M | +10.8% | -13.6% | +24.4% | +10.6% |
| YTD | +25.1% | -2.6% | +27.7% | +24.6% |
| 1Y | +28.0% | -10.4% | +38.4% | +27.5% |
| 3Y | +37.6% | -96.4% | +134.0% | +39.4% |
| All | +37.6% | -96.3% | +133.9% | +39.4% |
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 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