-7.8%
CLX vs TSLQ
-97.0%
+89.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | +1.2% |
| 7D | +9.5% | -16.8% | +26.3% | +9.3% |
| 30D | +30.7% | -18.0% | +48.7% | +30.4% |
| 3M | +4.2% | -34.5% | +38.7% | +3.9% |
| 6M | +22.1% | -8.9% | +31.0% | +22.3% |
| YTD | +14.1% | -19.0% | +33.1% | +14.2% |
| 1Y | +10.3% | -38.2% | +48.5% | +10.1% |
| 3Y | -7.8% | -96.9% | +89.1% | -10.7% |
| All | -7.8% | -97.0% | +89.2% | -10.7% |
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