+65.2%
CME vs TSLQ
-97.3%
+162.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.6% | -8.0% | +7.4% | -0.5% |
| 30D | +4.7% | -23.8% | +28.5% | +5.1% |
| 3M | +7.8% | -7.0% | +14.8% | +7.7% |
| 6M | -11.0% | -17.1% | +6.1% | -11.0% |
| YTD | +4.0% | +0.1% | +4.0% | +3.8% |
| 1Y | +9.1% | -51.2% | +60.3% | +9.2% |
| 3Y | +52.3% | -95.9% | +148.2% | +52.7% |
| All | +65.2% | -97.3% | +162.5% | +70.2% |
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