+3,291.2%
CLS vs TSLQ
-97.2%
+3,388.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -1.9% |
| 7D | +5.0% | +5.7% | -0.7% | +6.7% |
| 30D | +4.8% | -21.1% | +25.9% | +0.1% |
| 3M | -10.4% | -11.5% | +1.1% | -8.8% |
| 6M | +20.8% | -14.9% | +35.7% | +25.9% |
| YTD | +10.0% | +2.4% | +7.6% | +21.2% |
| 1Y | +28.5% | -49.8% | +78.3% | +24.6% |
| 3Y | +1,292.2% | -95.8% | +1,388.0% | +987.0% |
| All | +3,291.2% | -97.2% | +3,388.4% | +2,645.8% |
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