+41.0%
CLS vs TSLQ
-49.6%
+90.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.3% |
| 7D | +10.9% | -6.6% | +17.5% | +9.2% |
| 30D | +2.1% | -24.3% | +26.4% | -3.7% |
| 3M | -10.2% | -3.6% | -6.6% | -6.5% |
| 6M | +30.4% | -12.0% | +42.3% | +36.6% |
| YTD | +17.2% | +1.4% | +15.9% | +28.5% |
| 1Y | +41.0% | -43.6% | +84.6% | +50.9% |
| All | +41.0% | -49.6% | +90.7% | +50.9% |
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