-11.4%
CLF vs TSLQ
-97.6%
+86.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.8% |
| 7D | -9.1% | +4.7% | -13.8% | -7.3% |
| 30D | -0.9% | -5.6% | +4.6% | -0.2% |
| 3M | +3.0% | -34.6% | +37.5% | -1.0% |
| 6M | +16.7% | -11.4% | +28.1% | +20.4% |
| YTD | -3.2% | -14.1% | +10.9% | +1.4% |
| 1Y | +24.6% | -20.7% | +45.4% | +29.8% |
| 3Y | -22.3% | -96.9% | +74.6% | -37.1% |
| All | -11.4% | -97.6% | +86.2% | -20.0% |
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