+1,269.2%
CLS vs TSLQ
-95.6%
+1,364.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.0% | +13.6% | +3.7% |
| 7D | +12.8% | -8.6% | +21.3% | +11.0% |
| 30D | +3.8% | -24.9% | +28.7% | -2.1% |
| 3M | -14.6% | -1.5% | -13.1% | -10.6% |
| 6M | +32.2% | -18.1% | +50.3% | +36.6% |
| YTD | +11.6% | -0.1% | +11.7% | +22.3% |
| 1Y | +35.1% | -51.4% | +86.4% | +29.8% |
| All | +1,269.2% | -95.6% | +1,364.8% | +1,024.6% |
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 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