-27.6%
CLX vs TSLQ
-97.3%
+69.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -1.7% |
| 7D | -3.5% | -8.6% | +5.0% | -3.7% |
| 30D | -11.9% | -24.9% | +13.0% | -12.2% |
| 3M | -2.6% | -1.5% | -1.1% | -2.4% |
| 6M | -18.2% | -18.1% | -0.1% | -18.1% |
| YTD | -5.9% | -0.1% | -5.8% | -5.4% |
| 1Y | -23.8% | -51.4% | +27.5% | -24.5% |
| 3Y | -33.6% | -95.9% | +62.3% | -36.1% |
| All | -27.6% | -97.3% | +69.7% | -27.1% |
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