-13.7%
CLF vs TSLQ
-95.9%
+82.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -2.9% |
| 7D | +6.5% | -8.6% | +15.1% | +5.2% |
| 30D | +0.2% | -24.9% | +25.1% | -3.7% |
| 3M | -3.1% | -1.5% | -1.6% | -1.5% |
| 6M | +25.0% | -18.1% | +43.1% | +25.9% |
| YTD | -7.5% | -0.1% | -7.3% | -2.7% |
| 1Y | +11.5% | -51.4% | +62.9% | +6.9% |
| 3Y | -13.7% | -95.9% | +82.2% | -27.3% |
| All | -13.7% | -95.9% | +82.2% | -27.3% |
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