+89.7%
CME vs TSLQ
-97.9%
+187.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +2.7% | -26.6% | +29.3% | +3.2% |
| 30D | +13.5% | -17.5% | +31.0% | +13.7% |
| 3M | +20.9% | -41.7% | +62.6% | +21.8% |
| 6M | +11.5% | -16.9% | +28.4% | +11.6% |
| YTD | +19.5% | -21.9% | +41.4% | +19.6% |
| 1Y | +17.2% | -32.5% | +49.7% | +17.4% |
| 3Y | +65.1% | -97.2% | +162.3% | +64.8% |
| All | +89.7% | -97.9% | +187.6% | +96.1% |
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 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