-17.9%
CLS vs TSLQ
-32.4%
+14.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -4.2% |
| 7D | +16.3% | -16.8% | +33.1% | +10.7% |
| 30D | -25.7% | -18.0% | -7.7% | -27.5% |
| 3M | -30.9% | -34.5% | +3.6% | -35.0% |
| 6M | -35.5% | -8.9% | -26.6% | -30.7% |
| YTD | -18.7% | -19.0% | +0.3% | -14.2% |
| 1Y | -17.9% | -38.2% | +20.3% | -25.0% |
| All | -17.9% | -32.4% | +14.5% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling