-13.9%
CLF vs TSLQ
-97.0%
+83.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | +3.6% |
| 7D | +7.6% | -5.8% | +13.4% | +6.8% |
| 30D | -1.2% | -22.1% | +20.9% | -4.4% |
| 3M | -13.4% | +10.1% | -23.4% | -10.2% |
| 6M | +15.4% | -6.8% | +22.2% | +18.6% |
| YTD | -5.9% | +8.5% | -14.4% | +0.1% |
| 1Y | +18.8% | -49.7% | +68.5% | +14.7% |
| 3Y | -19.4% | -95.6% | +76.2% | -32.6% |
| All | -13.9% | -97.0% | +83.1% | -21.1% |
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