-26.4%
CLX vs TSLQ
-97.0%
+70.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -1.1% |
| 7D | -9.2% | -5.8% | -3.5% | -9.3% |
| 30D | -11.0% | -22.1% | +11.0% | -11.4% |
| 3M | +5.0% | +10.1% | -5.0% | +5.5% |
| 6M | -18.8% | -6.8% | -12.1% | -18.6% |
| YTD | -4.4% | +8.5% | -12.9% | -3.8% |
| 1Y | -21.9% | -49.7% | +27.9% | -22.5% |
| 3Y | -32.8% | -95.6% | +62.9% | -35.2% |
| All | -26.4% | -97.0% | +70.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling