-16.7%
CLF vs TSLQ
-97.3%
+80.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -8.0% | +5.3% | -3.8% |
| 30D | -3.2% | -23.8% | +20.6% | -6.7% |
| 3M | -5.0% | -7.0% | +2.1% | -4.4% |
| 6M | +26.6% | -17.1% | +43.7% | +27.7% |
| YTD | -9.0% | +0.1% | -9.0% | -4.4% |
| 1Y | +11.8% | -51.2% | +63.0% | +7.4% |
| 3Y | -15.1% | -95.9% | +80.8% | -29.7% |
| All | -16.7% | -97.3% | +80.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling