+25.5%
CL vs TSLQ
-97.0%
+122.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.0% | -13.5% | -1.6% |
| 7D | -2.2% | -5.8% | +3.6% | -2.1% |
| 30D | -4.8% | -22.1% | +17.3% | -4.6% |
| 3M | +4.9% | +10.1% | -5.1% | +4.6% |
| 6M | -5.7% | -6.8% | +1.0% | -5.9% |
| YTD | +14.4% | +8.5% | +5.8% | +13.9% |
| 1Y | +8.7% | -49.7% | +58.5% | +8.8% |
| 3Y | +30.0% | -95.6% | +125.6% | +31.4% |
| All | +25.5% | -97.0% | +122.5% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling