+2,406.2%
CLS vs TSLQ
-97.8%
+2,503.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -4.4% |
| 7D | +16.3% | -16.8% | +33.1% | +11.6% |
| 30D | -25.7% | -18.0% | -7.7% | -27.3% |
| 3M | -30.9% | -34.5% | +3.6% | -34.8% |
| 6M | -35.5% | -8.9% | -26.6% | -30.7% |
| YTD | -18.7% | -19.0% | +0.3% | -12.5% |
| 1Y | -17.9% | -38.2% | +20.3% | -16.4% |
| 3Y | +838.1% | -96.9% | +935.0% | +597.8% |
| All | +2,406.2% | -97.8% | +2,503.9% | +1,881.4% |
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